-34.1%
WDAY vs RCAT
+46.9%
-81.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +18.6% | -22.3% | -4.3% |
| 7D | -2.5% | -12.7% | +10.3% | -2.1% |
| 30D | +4.7% | -34.3% | +39.0% | +6.1% |
| 3M | +13.3% | -53.4% | +66.7% | +16.1% |
| 6M | +57.3% | -62.0% | +119.3% | +61.6% |
| YTD | -10.2% | -49.1% | +38.9% | -9.8% |
| 1Y | -14.1% | -53.1% | +39.1% | -13.7% |
| 3Y | -11.7% | +318.7% | -330.3% | -25.0% |
| All | -34.1% | +46.9% | -81.0% | -40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling