-13.5%
WDAY vs RDW
+9.7%
-23.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.9% | +6.9% | +1.9% |
| 7D | -1.2% | -14.3% | +13.1% | -1.4% |
| 30D | +6.8% | -26.0% | +32.8% | +6.5% |
| 3M | +17.8% | -27.4% | +45.2% | +17.4% |
| 6M | +57.8% | -10.6% | +68.5% | +52.4% |
| YTD | -6.0% | +1.6% | -7.6% | -10.5% |
| 1Y | -13.5% | +11.1% | -24.6% | -19.4% |
| All | -13.5% | +9.7% | -23.2% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 1y: compounded portfolio wealth divided by compounded RDW 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…
1y analysis · Full analysis span regression · 6 months rolling