-25.7%
WDAY vs SMTC
+556.3%
-581.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +10.0% | -14.8% | -4.9% |
| 7D | -6.1% | +22.9% | -29.0% | -6.2% |
| 30D | +3.7% | +16.6% | -12.9% | +3.5% |
| 3M | +29.6% | +2.4% | +27.2% | +29.8% |
| 6M | +23.3% | +98.3% | -74.9% | +15.5% |
| YTD | -13.3% | +120.7% | -134.0% | -20.2% |
| 1Y | -19.6% | +168.3% | -187.9% | -28.1% |
| 3Y | -25.7% | +571.7% | -597.4% | -45.2% |
| All | -25.7% | +556.3% | -581.9% | -45.2% |
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 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