+430.0%
RSP vs WDAY
+307.5%
+122.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.4% | +4.9% | +0.6% |
| 7D | -0.8% | -4.4% | +3.6% | +0.1% |
| 30D | -0.3% | +14.7% | -15.1% | -3.6% |
| 3M | +4.3% | +32.4% | -28.1% | -2.7% |
| 6M | +8.8% | +36.9% | -28.1% | -0.2% |
| YTD | +15.3% | -8.8% | +24.1% | +15.0% |
| 1Y | +18.3% | -15.3% | +33.6% | +19.5% |
| 3Y | +52.8% | -21.2% | +74.0% | +53.3% |
| 5Y | +51.7% | -29.5% | +81.2% | +51.4% |
| 10Y | +208.5% | +120.0% | +88.4% | +135.8% |
| All | +430.0% | +307.5% | +122.6% | +280.1% |
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