-18.1%
WDAY vs SMTC
+169.6%
-187.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.1% | -4.8% | +1.5% |
| 7D | -5.2% | +13.1% | -18.2% | -2.3% |
| 30D | +5.9% | +19.5% | -13.5% | +11.9% |
| 3M | +42.3% | +2.2% | +40.0% | +50.8% |
| 6M | +34.7% | +94.9% | -60.2% | +48.6% |
| YTD | -13.5% | +127.0% | -140.5% | -4.7% |
| 1Y | -18.1% | +174.6% | -192.6% | -7.0% |
| All | -18.1% | +169.6% | -187.7% | -7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling