-26.4%
WDAY vs RGTI
+53.9%
-80.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.6% | +3.5% | 0.0% |
| 7D | -7.4% | +2.5% | -9.9% | -7.5% |
| 30D | +1.0% | -13.7% | +14.7% | +1.6% |
| 3M | +32.7% | -22.6% | +55.3% | +33.6% |
| 6M | +25.6% | -13.4% | +39.0% | +24.7% |
| YTD | -13.4% | -31.2% | +17.8% | -13.2% |
| 1Y | -19.4% | -7.6% | -11.7% | -21.3% |
| 3Y | -25.8% | +669.7% | -695.5% | -43.6% |
| 5Y | -31.1% | +57.0% | -88.1% | -40.5% |
| All | -26.4% | +53.9% | -80.4% | -40.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling