+471.6%
RIOT vs WDAY
+114.2%
+357.4%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.5% | -4.6% | -4.8% |
| 7D | -0.9% | -10.5% | +9.7% | +5.2% |
| 30D | +3.5% | +2.1% | +1.4% | -1.0% |
| 3M | -13.0% | +34.6% | -47.6% | -34.5% |
| 6M | +43.1% | +29.9% | +13.2% | +4.3% |
| YTD | +65.4% | -13.8% | +79.2% | +57.4% |
| 1Y | +27.7% | -18.3% | +46.0% | +25.9% |
| 3Y | +91.3% | -26.2% | +117.5% | +89.2% |
| 5Y | -29.3% | -30.8% | +1.5% | -25.3% |
| All | +471.6% | +114.2% | +357.4% | +267.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling