+479.7%
RTX vs WDAY
+307.5%
+172.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.4% | +4.7% | +0.3% |
| 7D | -5.2% | -4.4% | -0.8% | -4.5% |
| 30D | -9.4% | +14.7% | -24.1% | -12.0% |
| 3M | +12.3% | +32.4% | -20.1% | +5.7% |
| 6M | -3.1% | +36.9% | -40.0% | -10.2% |
| YTD | +10.7% | -8.8% | +19.5% | +10.4% |
| 1Y | +28.4% | -15.3% | +43.7% | +29.5% |
| 3Y | +147.1% | -21.2% | +168.3% | +146.8% |
| 5Y | +167.2% | -29.5% | +196.8% | +165.7% |
| 10Y | +274.7% | +120.0% | +154.7% | +188.7% |
| All | +479.7% | +307.5% | +172.2% | +325.1% |
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