-35.7%
WDAY vs RACE
+62.4%
-98.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | +0.8% |
| 7D | -4.8% | -4.0% | -0.8% | -3.1% |
| 30D | +2.5% | +3.5% | -1.1% | +0.9% |
| 3M | +8.8% | -0.4% | +9.2% | +8.9% |
| 6M | +60.7% | +23.2% | +37.6% | +46.5% |
| YTD | -11.2% | +11.0% | -22.2% | -16.4% |
| 1Y | -15.6% | -2.2% | -13.4% | -15.7% |
| 3Y | -17.1% | +22.5% | -39.7% | -34.4% |
| 5Y | -35.7% | +63.2% | -98.9% | -64.2% |
| All | -35.7% | +62.4% | -98.1% | -64.2% |
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