+112.6%
WDAY vs SMTC
+535.4%
-422.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.3% |
| 7D | -7.4% | +22.5% | -29.9% | -11.2% |
| 30D | +1.0% | +24.9% | -23.9% | -4.7% |
| 3M | +32.7% | +4.1% | +28.6% | +26.2% |
| 6M | +25.6% | +92.6% | -67.0% | -0.7% |
| YTD | -13.4% | +122.5% | -135.8% | -34.9% |
| 1Y | -19.4% | +166.2% | -185.6% | -43.4% |
| 3Y | -25.8% | +577.2% | -602.9% | -68.8% |
| 5Y | -31.1% | +119.0% | -150.1% | -56.5% |
| All | +112.6% | +535.4% | -422.8% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SMTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling