+130.1%
WDAY vs RCAT
-99.6%
+229.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.4% | +5.8% | -0.7% |
| 7D | -4.6% | -5.6% | +1.0% | -4.6% |
| 30D | +1.2% | -27.0% | +28.3% | +1.4% |
| 3M | +2.6% | -57.9% | +60.5% | +3.1% |
| 6M | +47.8% | -59.4% | +107.2% | +48.4% |
| YTD | -12.1% | -46.9% | +34.9% | -12.0% |
| 1Y | -17.1% | -54.0% | +36.9% | -17.0% |
| 3Y | -17.9% | +378.4% | -396.3% | -19.6% |
| 5Y | -35.1% | +61.9% | -97.0% | -36.3% |
| 10Y | +130.1% | -99.6% | +229.7% | +128.0% |
| All | +130.1% | -99.6% | +229.7% | +128.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 10y: compounded portfolio wealth divided by compounded RCAT 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…
10y analysis · Full analysis span regression · 6 months rolling