+136.8%
WDAY vs RCL
+338.4%
-201.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.9% | +3.7% | +0.6% |
| 7D | -4.8% | -0.2% | -4.5% | -4.8% |
| 30D | +2.5% | +14.4% | -11.9% | -0.8% |
| 3M | +8.8% | +5.2% | +3.6% | +7.0% |
| 6M | +60.7% | +26.1% | +34.6% | +50.9% |
| YTD | -11.2% | +17.4% | -28.6% | -16.7% |
| 1Y | -15.6% | +24.7% | -40.3% | -22.1% |
| 3Y | -17.1% | +250.9% | -268.0% | -41.5% |
| 5Y | -35.7% | +293.8% | -329.5% | -58.2% |
| All | +136.8% | +338.4% | -201.6% | +41.1% |
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