+204.4%
RSP vs WDAY
+109.7%
+94.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.9% | +3.8% | 0.0% |
| 7D | -0.4% | -6.1% | +5.7% | +0.9% |
| 30D | -1.5% | +3.7% | -5.2% | -2.8% |
| 3M | +4.8% | +29.6% | -24.8% | -2.3% |
| 6M | +10.3% | +23.3% | -13.1% | +2.9% |
| YTD | +14.1% | -13.3% | +27.3% | +15.3% |
| 1Y | +17.0% | -19.6% | +36.7% | +20.1% |
| 3Y | +54.2% | -25.7% | +79.9% | +57.0% |
| 5Y | +51.5% | -31.6% | +83.1% | +52.3% |
| 10Y | +204.4% | +109.9% | +94.5% | +130.8% |
| All | +204.4% | +109.7% | +94.7% | +130.8% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling