+302.1%
WDAY vs RF
+533.0%
-230.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.3% | -5.4% |
| 7D | -4.4% | +1.3% | -5.7% | -4.8% |
| 30D | +14.7% | -3.6% | +18.4% | +16.0% |
| 3M | +32.4% | +8.1% | +24.3% | +29.0% |
| 6M | +36.9% | +11.5% | +25.4% | +31.5% |
| YTD | -8.8% | +15.6% | -24.4% | -13.7% |
| 1Y | -15.3% | +15.7% | -31.0% | -19.9% |
| 3Y | -21.2% | +86.9% | -108.1% | -37.7% |
| 5Y | -29.5% | +89.8% | -119.3% | -45.9% |
| 10Y | +120.0% | +344.7% | -224.6% | +6.4% |
| All | +302.1% | +533.0% | -230.9% | +78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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