+79.0%
RIOT vs WDAY
-12.7%
+91.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.0% | -4.8% | -1.8% |
| 7D | +4.8% | +1.8% | +3.0% | +4.8% |
| 30D | +16.0% | +4.1% | +12.0% | +15.8% |
| 3M | -8.8% | -4.8% | -4.0% | -8.7% |
| 6M | -29.7% | +68.6% | -98.3% | -36.3% |
| YTD | +38.3% | -8.5% | +46.8% | +57.0% |
| 1Y | +26.2% | -12.1% | +38.3% | +45.8% |
| 3Y | +79.0% | -13.2% | +92.1% | +135.4% |
| All | +79.0% | -12.7% | +91.7% | +135.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling