+302.1%
WDAY vs RCAT
-99.8%
+401.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.0% | -3.4% | -5.4% |
| 7D | -4.4% | -1.4% | -2.9% | -4.4% |
| 30D | +14.7% | -3.3% | +18.1% | +14.7% |
| 3M | +32.4% | -43.2% | +75.6% | +32.6% |
| 6M | +36.9% | -43.2% | +80.1% | +37.0% |
| YTD | -8.8% | +5.5% | -14.4% | -9.0% |
| 1Y | -15.3% | -1.6% | -13.6% | -15.4% |
| 3Y | -21.2% | +773.7% | -794.9% | -22.1% |
| 5Y | -29.5% | +187.6% | -217.1% | -30.3% |
| 10Y | +120.0% | -98.5% | +218.5% | +120.5% |
| All | +302.1% | -99.8% | +401.9% | +325.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling