+292.6%
WDAY vs RGEN
+2,871.1%
-2,578.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.4% |
| 7D | -5.3% | -3.1% | -2.2% | -4.6% |
| 30D | +1.5% | +0.1% | +1.5% | +1.2% |
| 3M | +5.5% | +4.8% | +0.7% | +3.3% |
| 6M | +57.4% | +48.9% | +8.5% | +39.7% |
| YTD | -11.0% | +5.3% | -16.3% | -14.1% |
| 1Y | -15.8% | +12.5% | -28.3% | -20.1% |
| 3Y | -16.9% | +17.0% | -33.9% | -26.3% |
| 5Y | -35.3% | -35.4% | +0.1% | -36.1% |
| 10Y | +131.0% | +434.6% | -303.6% | +40.3% |
| All | +292.6% | +2,871.1% | -2,578.5% | +95.1% |
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