+273.8%
RTX vs WDAY
+127.1%
+146.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.4% | +5.0% | +3.8% |
| 7D | -3.2% | -4.0% | +0.8% | -2.5% |
| 30D | +5.6% | +1.9% | +3.6% | +5.0% |
| 3M | -11.7% | +5.9% | -17.6% | -13.3% |
| 6M | +12.3% | +48.8% | -36.5% | +1.8% |
| YTD | +8.2% | -11.4% | +19.6% | +8.6% |
| 1Y | +12.6% | -15.5% | +28.1% | +13.9% |
| 3Y | +152.8% | -15.6% | +168.5% | +147.8% |
| 5Y | +140.2% | -35.2% | +175.4% | +145.8% |
| 10Y | +273.8% | +123.9% | +149.9% | +172.8% |
| All | +273.8% | +127.1% | +146.7% | +172.8% |
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