+109.9%
WDAY vs RCL
+344.6%
-234.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.3% | -4.6% | -4.8% |
| 7D | -6.1% | -0.5% | -5.6% | -6.0% |
| 30D | +3.7% | -17.3% | +21.0% | +8.2% |
| 3M | +29.6% | -2.8% | +32.3% | +29.9% |
| 6M | +23.3% | -4.4% | +27.7% | +23.1% |
| YTD | -13.3% | -4.2% | -9.1% | -14.3% |
| 1Y | -19.6% | -23.4% | +3.7% | -16.7% |
| 3Y | -25.7% | +179.4% | -205.1% | -44.5% |
| 5Y | -31.6% | +238.8% | -270.3% | -53.7% |
| 10Y | +109.9% | +350.2% | -240.2% | +30.4% |
| All | +109.9% | +344.6% | -234.7% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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