+283.9%
RTX vs WDAY
+111.3%
+172.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -1.6% | -7.4% | +5.8% | -0.2% |
| 30D | -11.6% | +1.0% | -12.6% | -12.2% |
| 3M | +9.2% | +32.7% | -23.5% | +2.1% |
| 6M | -4.4% | +25.6% | -30.0% | -10.5% |
| YTD | +8.9% | -13.4% | +22.3% | +10.0% |
| 1Y | +32.1% | -19.4% | +51.5% | +35.1% |
| 3Y | +151.2% | -25.8% | +177.0% | +154.3% |
| 5Y | +162.9% | -31.1% | +194.0% | +163.4% |
| 10Y | +283.9% | +113.3% | +170.6% | +182.1% |
| All | +283.9% | +111.3% | +172.7% | +182.1% |
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 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