-31.1%
WDAY vs RGEN
-44.3%
+13.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +1.9% | +0.5% |
| 7D | -7.4% | -4.6% | -2.8% | -6.1% |
| 30D | +1.0% | +1.2% | -0.1% | +0.4% |
| 3M | +32.7% | +26.8% | +5.8% | +22.8% |
| 6M | +25.6% | +29.1% | -3.5% | +15.0% |
| YTD | -13.4% | +0.7% | -14.1% | -15.0% |
| 1Y | -19.4% | +39.1% | -58.4% | -28.8% |
| 3Y | -25.8% | +2.2% | -28.0% | -32.7% |
| 5Y | -31.1% | -44.0% | +12.9% | -31.2% |
| All | -31.1% | -44.3% | +13.2% | -31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling