+287.9%
WDAY vs RGEN
+2,894.5%
-2,606.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | 0.0% |
| 7D | -4.6% | -2.4% | -2.2% | -4.1% |
| 30D | +1.2% | +0.1% | +1.2% | +0.9% |
| 3M | +2.6% | +6.6% | -4.1% | 0.0% |
| 6M | +47.8% | +40.9% | +6.8% | +33.1% |
| YTD | -12.1% | +6.2% | -18.2% | -15.2% |
| 1Y | -17.1% | +19.4% | -36.6% | -22.7% |
| 3Y | -17.9% | +17.9% | -35.8% | -27.3% |
| 5Y | -35.1% | -34.0% | -1.1% | -36.2% |
| 10Y | +130.1% | +453.9% | -323.8% | +38.9% |
| All | +287.9% | +2,894.5% | -2,606.5% | +92.4% |
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 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