+296.2%
WDAY vs RCL
+1,185.2%
-889.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.4% | -5.0% | -4.0% |
| 7D | -2.5% | +6.5% | -9.0% | -4.0% |
| 30D | +4.7% | +15.9% | -11.2% | +0.8% |
| 3M | +13.3% | +2.7% | +10.6% | +12.0% |
| 6M | +57.3% | +15.2% | +42.1% | +50.3% |
| YTD | -10.2% | +19.2% | -29.4% | -16.4% |
| 1Y | -14.1% | +31.6% | -45.7% | -22.3% |
| 3Y | -11.7% | +274.2% | -285.9% | -40.5% |
| 5Y | -33.5% | +250.1% | -283.5% | -57.1% |
| 10Y | +133.1% | +388.4% | -255.4% | +15.5% |
| All | +296.2% | +1,185.2% | -889.0% | +66.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling