+111.5%
WDAY vs RIG
-40.1%
+151.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.6% |
| 7D | -10.5% | -4.2% | -6.4% | -10.2% |
| 30D | +2.1% | -0.7% | +2.8% | +2.2% |
| 3M | +34.6% | -4.0% | +38.6% | +34.8% |
| 6M | +29.9% | -6.3% | +36.2% | +30.0% |
| YTD | -13.8% | +39.7% | -53.5% | -16.8% |
| 1Y | -18.3% | +78.1% | -96.4% | -23.0% |
| 3Y | -26.2% | -29.5% | +3.3% | -26.6% |
| 5Y | -30.8% | +65.3% | -96.1% | -37.9% |
| All | +111.5% | -40.1% | +151.7% | +75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 10y: compounded portfolio wealth divided by compounded RIG 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…
10y analysis · Full analysis span regression · 6 months rolling