-30.6%
WDAY vs RDW
-9.1%
-21.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.5% |
| 7D | -5.2% | +0.9% | -6.0% | -5.3% |
| 30D | +5.9% | -21.3% | +27.2% | +7.5% |
| 3M | +42.3% | -37.9% | +80.1% | +46.1% |
| 6M | +34.7% | +12.3% | +22.5% | +29.0% |
| YTD | -13.5% | +39.7% | -53.3% | -20.2% |
| 1Y | -18.1% | +25.7% | -43.8% | -24.7% |
| 3Y | -26.4% | +230.8% | -257.2% | -45.3% |
| All | -30.6% | -9.1% | -21.6% | -45.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling