+190.3%
RDDT vs WDAY
-33.1%
+223.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.8% | -1.9% |
| 7D | -7.4% | -7.4% | 0.0% | -4.5% |
| 30D | -7.7% | +1.0% | -8.7% | -9.2% |
| 3M | -17.8% | +32.7% | -50.5% | -29.3% |
| 6M | +5.5% | +25.6% | -20.1% | -7.9% |
| YTD | -36.3% | -13.4% | -22.9% | -33.1% |
| 1Y | -39.0% | -19.4% | -19.7% | -33.1% |
| All | +190.3% | -33.1% | +223.5% | +291.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WDAY.
Daily Out/Under-Performance
Portfolio return minus WDAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WDAY 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 WDAY 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