+302.1%
WDAY vs SMTC
+518.8%
-216.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +9.2% | -14.6% | -7.3% |
| 7D | -4.4% | +12.7% | -17.1% | -6.9% |
| 30D | +14.7% | +22.0% | -7.2% | +8.0% |
| 3M | +32.4% | -12.7% | +45.0% | +30.3% |
| 6M | +36.9% | +64.8% | -27.9% | +10.5% |
| YTD | -8.8% | +100.7% | -109.5% | -31.1% |
| 1Y | -15.3% | +146.9% | -162.2% | -40.8% |
| 3Y | -21.2% | +456.8% | -478.0% | -65.7% |
| 5Y | -29.5% | +89.2% | -118.7% | -55.6% |
| 10Y | +120.0% | +426.9% | -306.8% | -13.8% |
| All | +302.1% | +518.8% | -216.7% | +46.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling