-18.6%
WDAY vs RDW
+1.6%
-20.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.6% |
| 7D | -10.5% | +4.8% | -15.4% | -10.9% |
| 30D | +2.1% | -19.5% | +21.6% | +3.5% |
| 3M | +34.6% | -26.9% | +61.5% | +36.5% |
| 6M | +29.9% | +17.8% | +12.1% | +23.9% |
| YTD | -13.8% | +43.0% | -56.8% | -20.6% |
| 1Y | -18.3% | +32.1% | -50.4% | -25.3% |
| 3Y | -26.2% | +250.6% | -276.8% | -45.5% |
| 5Y | -30.8% | -6.6% | -24.2% | -44.9% |
| All | -18.6% | +1.6% | -20.2% | -35.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling