+144.0%
WDAY vs RCAT
-99.8%
+243.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.4% | +6.5% | +3.1% |
| 7D | +1.8% | -5.9% | +7.8% | +1.9% |
| 30D | +4.1% | -19.7% | +23.7% | +4.2% |
| 3M | -4.8% | -62.9% | +58.0% | -4.3% |
| 6M | +68.6% | -59.6% | +128.2% | +69.4% |
| YTD | -8.5% | -52.1% | +43.5% | -8.4% |
| 1Y | -12.1% | -50.9% | +38.8% | -12.0% |
| 3Y | -13.2% | +333.8% | -347.0% | -15.0% |
| 5Y | -33.7% | +40.7% | -74.5% | -34.9% |
| All | +144.0% | -99.8% | +243.8% | +136.5% |
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