+291.5%
WDAY vs SMTC
+399.7%
-108.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.3% | +0.6% |
| 7D | -4.8% | +30.5% | -35.2% | -10.0% |
| 30D | +2.5% | -30.9% | +33.4% | +8.0% |
| 3M | +8.8% | -14.7% | +23.4% | +7.0% |
| 6M | +60.7% | -9.6% | +70.3% | +48.1% |
| YTD | -11.2% | +62.1% | -73.3% | -32.3% |
| 1Y | -15.6% | +66.6% | -82.2% | -36.6% |
| 3Y | -17.1% | +718.1% | -735.2% | -70.3% |
| 5Y | -35.7% | +32.8% | -68.5% | -56.6% |
| 10Y | +130.4% | +354.1% | -223.7% | -10.9% |
| All | +291.5% | +399.7% | -108.2% | +43.6% |
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