-19.6%
WDAY vs RACE
-15.2%
-4.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.0% | -3.9% | -4.7% |
| 7D | -6.1% | -1.0% | -5.1% | -5.9% |
| 30D | +3.7% | -1.5% | +5.2% | +4.0% |
| 3M | +29.6% | +15.5% | +14.1% | +27.9% |
| 6M | +23.3% | +17.3% | +6.0% | +21.6% |
| YTD | -13.3% | +11.1% | -24.4% | -14.4% |
| 1Y | -19.6% | -14.3% | -5.4% | -21.8% |
| All | -19.6% | -15.2% | -4.5% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 1y: compounded portfolio wealth divided by compounded RACE 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…
1y analysis · Full analysis span regression · 6 months rolling