+109.9%
WDAY vs RCAT
-98.4%
+208.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.9% | -8.7% | -4.9% |
| 7D | -6.1% | +5.4% | -11.5% | -6.1% |
| 30D | +3.7% | -5.6% | +9.3% | +3.7% |
| 3M | +29.6% | -30.2% | +59.8% | +29.8% |
| 6M | +23.3% | -43.4% | +66.7% | +23.6% |
| YTD | -13.3% | +9.6% | -22.9% | -13.6% |
| 1Y | -19.6% | -2.0% | -17.7% | -20.0% |
| 3Y | -25.7% | +825.0% | -850.7% | -27.6% |
| 5Y | -31.6% | +199.8% | -231.4% | -33.2% |
| 10Y | +109.9% | -98.4% | +208.3% | +103.7% |
| All | +109.9% | -98.4% | +208.3% | +103.7% |
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