-25.7%
WDAY vs RGEN
-0.1%
-25.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.6% | -5.4% | -5.0% |
| 7D | -6.1% | -0.9% | -5.2% | -5.9% |
| 30D | +3.7% | +2.8% | +0.9% | +2.9% |
| 3M | +29.6% | +34.5% | -4.9% | +21.3% |
| 6M | +23.3% | +40.5% | -17.1% | +14.1% |
| YTD | -13.3% | +2.8% | -16.1% | -15.0% |
| 1Y | -19.6% | +39.6% | -59.3% | -26.0% |
| 3Y | -25.7% | +4.4% | -30.1% | -28.4% |
| All | -25.7% | -0.1% | -25.6% | -28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling