+123.9%
WDAY vs RCL
+396.5%
-272.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.0% | -4.4% | -2.1% |
| 7D | -4.0% | +5.0% | -9.0% | -5.1% |
| 30D | +1.9% | +19.4% | -17.4% | -2.2% |
| 3M | +5.9% | +5.9% | 0.0% | +4.0% |
| 6M | +48.8% | +23.8% | +25.0% | +40.5% |
| YTD | -11.4% | +22.8% | -34.3% | -17.6% |
| 1Y | -15.5% | +34.3% | -49.8% | -23.3% |
| 3Y | -15.6% | +276.4% | -292.1% | -41.3% |
| 5Y | -35.2% | +281.6% | -316.8% | -57.5% |
| 10Y | +123.9% | +379.0% | -255.2% | +35.7% |
| All | +123.9% | +396.5% | -272.7% | +35.7% |
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