-13.2%
WDAY vs SMTC
+698.5%
-711.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -4.1% | +7.1% | +3.0% |
| 7D | +1.8% | +11.0% | -9.2% | +2.0% |
| 30D | +4.1% | -28.5% | +32.6% | +3.9% |
| 3M | -4.8% | -14.2% | +9.4% | -5.1% |
| 6M | +68.6% | -18.0% | +86.6% | +66.5% |
| YTD | -8.5% | +55.5% | -64.0% | -16.0% |
| 1Y | -12.1% | +69.5% | -81.6% | -20.3% |
| 3Y | -13.2% | +699.7% | -712.8% | -36.5% |
| All | -13.2% | +698.5% | -711.7% | -36.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling