-26.4%
WDAY vs RDW
+241.5%
-267.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.4% |
| 7D | -5.2% | +0.9% | -6.0% | -5.2% |
| 30D | +5.9% | -21.3% | +27.2% | +6.7% |
| 3M | +42.3% | -37.9% | +80.1% | +44.6% |
| 6M | +34.7% | +12.3% | +22.5% | +31.0% |
| YTD | -13.5% | +39.7% | -53.3% | -17.8% |
| 1Y | -18.1% | +25.7% | -43.8% | -22.4% |
| 3Y | -26.4% | +230.8% | -257.2% | -32.9% |
| All | -26.4% | +241.5% | -267.8% | -32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling