+447.2%
RTX vs WDAY
+301.5%
+145.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.6% | +2.4% | -0.6% |
| 7D | -5.1% | -2.5% | -2.7% | -4.7% |
| 30D | +5.1% | +4.7% | +0.5% | +4.2% |
| 3M | -14.8% | +13.3% | -28.1% | -17.3% |
| 6M | +8.0% | +57.3% | -49.3% | -2.2% |
| YTD | +4.5% | -10.2% | +14.7% | +4.2% |
| 1Y | +9.8% | -14.1% | +23.9% | +10.3% |
| 3Y | +144.2% | -11.7% | +155.9% | +137.7% |
| 5Y | +131.4% | -33.5% | +164.9% | +132.6% |
| 10Y | +273.3% | +133.1% | +140.2% | +184.9% |
| All | +447.2% | +301.5% | +145.7% | +301.4% |
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 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