+302.1%
WDAY vs RGEN
+2,784.7%
-2,482.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.2% | -5.1% |
| 7D | -4.4% | -4.9% | +0.6% | -3.2% |
| 30D | +14.7% | +5.7% | +9.1% | +12.9% |
| 3M | +32.4% | +32.4% | -0.1% | +22.1% |
| 6M | +36.9% | +33.2% | +3.7% | +25.4% |
| YTD | -8.8% | +2.3% | -11.1% | -10.7% |
| 1Y | -15.3% | +39.0% | -54.3% | -24.0% |
| 3Y | -21.2% | -4.6% | -16.6% | -26.3% |
| 5Y | -29.5% | -42.7% | +13.2% | -28.1% |
| 10Y | +120.0% | +433.6% | -313.5% | +34.7% |
| All | +302.1% | +2,784.7% | -2,482.6% | +102.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling