+111.5%
WDAY vs RGEN
+414.1%
-302.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -10.5% | -2.9% | -7.6% | -9.7% |
| 30D | +2.1% | -0.1% | +2.2% | +1.9% |
| 3M | +34.6% | +25.9% | +8.7% | +24.4% |
| 6M | +29.9% | +35.2% | -5.3% | +16.8% |
| YTD | -13.8% | +0.5% | -14.3% | -15.5% |
| 1Y | -18.3% | +37.0% | -55.2% | -27.9% |
| 3Y | -26.2% | +2.0% | -28.2% | -33.6% |
| 5Y | -30.8% | -44.2% | +13.4% | -28.4% |
| All | +111.5% | +414.1% | -302.6% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 10y: compounded portfolio wealth divided by compounded RGEN 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…
10y analysis · Full analysis span regression · 6 months rolling