+167.1%
RTX vs WDAY
-32.3%
+199.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.9% | +3.9% | -0.6% |
| 7D | -3.1% | -6.1% | +3.0% | -2.6% |
| 30D | -10.6% | +3.7% | -14.3% | -11.0% |
| 3M | +11.6% | +29.6% | -17.9% | +8.7% |
| 6M | -4.5% | +23.3% | -27.8% | -6.8% |
| YTD | +9.6% | -13.3% | +22.8% | +11.3% |
| 1Y | +30.8% | -19.6% | +50.5% | +33.9% |
| 3Y | +152.8% | -25.7% | +178.5% | +156.9% |
| 5Y | +167.1% | -31.6% | +198.7% | +169.1% |
| All | +167.1% | -32.3% | +199.4% | +169.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling