+131.0%
WDAY vs RIG
-48.7%
+179.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.5% | -1.3% | +1.0% |
| 7D | -5.3% | -2.6% | -2.7% | -5.1% |
| 30D | +1.5% | -5.2% | +6.7% | +1.8% |
| 3M | +5.5% | -8.6% | +14.1% | +5.9% |
| 6M | +57.4% | -18.9% | +76.4% | +59.3% |
| YTD | -11.0% | +28.6% | -39.6% | -13.7% |
| 1Y | -15.8% | +25.5% | -41.3% | -18.3% |
| 3Y | -16.9% | -20.2% | +3.3% | -18.4% |
| 5Y | -35.3% | +53.9% | -89.2% | -41.6% |
| 10Y | +131.0% | -48.8% | +179.8% | +92.4% |
| All | +131.0% | -48.7% | +179.8% | +92.4% |
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