-26.6%
WDAY vs RGTI
+665.7%
-692.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.5% |
| 7D | -10.5% | -0.1% | -10.4% | -10.6% |
| 30D | +2.1% | -16.2% | +18.3% | +2.6% |
| 3M | +34.6% | -22.0% | +56.7% | +35.4% |
| 6M | +29.9% | -10.8% | +40.7% | +29.0% |
| YTD | -13.8% | -31.6% | +17.7% | -13.7% |
| 1Y | -18.3% | -6.4% | -11.9% | -19.6% |
| All | -26.6% | +665.7% | -692.3% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 RGTI 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