-26.2%
WDAY vs RIG
-31.2%
+5.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | -0.1% |
| 7D | -7.4% | -8.2% | +0.8% | -6.8% |
| 30D | +1.0% | -0.2% | +1.2% | +1.0% |
| 3M | +32.7% | -2.7% | +35.4% | +32.9% |
| 6M | +25.6% | -7.5% | +33.0% | +26.2% |
| YTD | -13.4% | +38.3% | -51.6% | -16.4% |
| 1Y | -19.4% | +81.8% | -101.2% | -24.8% |
| All | -26.2% | -31.2% | +5.0% | -26.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling