+146.6%
WDAY vs RACE
+658.9%
-512.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.5% | -2.1% | -2.9% |
| 7D | -2.5% | +5.1% | -7.6% | -4.9% |
| 30D | +4.7% | +7.7% | -3.0% | +0.8% |
| 3M | +13.3% | +2.2% | +11.1% | +12.0% |
| 6M | +57.3% | +23.8% | +33.5% | +40.5% |
| YTD | -10.2% | +13.9% | -24.1% | -17.6% |
| 1Y | -14.1% | +3.8% | -17.9% | -17.4% |
| 3Y | -11.7% | +28.0% | -39.7% | -29.7% |
| 5Y | -33.5% | +64.9% | -98.4% | -55.4% |
| 10Y | +133.1% | +780.4% | -647.3% | -34.9% |
| All | +146.6% | +658.9% | -512.3% | -33.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling