-34.1%
WDAY vs RACE
+65.0%
-99.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.5% | -2.1% | -3.0% |
| 7D | -2.5% | +5.1% | -7.6% | -4.6% |
| 30D | +4.7% | +7.7% | -3.0% | +1.3% |
| 3M | +13.3% | +2.2% | +11.1% | +12.2% |
| 6M | +57.3% | +23.8% | +33.5% | +43.1% |
| YTD | -10.2% | +13.9% | -24.1% | -16.3% |
| 1Y | -14.1% | +3.8% | -17.9% | -16.4% |
| 3Y | -11.7% | +28.0% | -39.7% | -31.7% |
| All | -34.1% | +65.0% | -99.1% | -63.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling