-25.7%
WDAY vs RCL
+180.0%
-205.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +7.4% |
| 3M | +29.6% | -2.8% | +32.3% | +29.9% |
| 6M | +23.3% | -4.4% | +27.7% | +23.4% |
| YTD | -13.3% | -4.2% | -9.1% | -14.0% |
| 1Y | -19.6% | -23.4% | +3.7% | -16.0% |
| 3Y | -25.7% | +179.4% | -205.1% | -42.6% |
| All | -25.7% | +180.0% | -205.6% | -42.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling