+210.3%
RSP vs WDAY
+129.5%
+80.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | +1.8% | -4.8% | +6.5% | +2.8% |
| 30D | +3.5% | +2.5% | +1.0% | +2.8% |
| 3M | +0.2% | +8.8% | -8.5% | -2.3% |
| 6M | +9.1% | +60.7% | -51.6% | -3.9% |
| YTD | +16.6% | -11.2% | +27.8% | +17.0% |
| 1Y | +17.9% | -15.6% | +33.5% | +19.6% |
| 3Y | +64.6% | -17.1% | +81.7% | +63.0% |
| 5Y | +48.4% | -35.7% | +84.1% | +51.5% |
| All | +210.3% | +129.5% | +80.8% | +129.4% |
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 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