-31.1%
WDAY vs RIG
+64.1%
-95.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | 0.0% |
| 7D | -7.4% | -8.2% | +0.8% | -6.7% |
| 30D | +1.0% | -0.2% | +1.2% | +1.0% |
| 3M | +32.7% | -2.7% | +35.4% | +32.8% |
| 6M | +25.6% | -7.5% | +33.0% | +26.0% |
| YTD | -13.4% | +38.3% | -51.6% | -16.8% |
| 1Y | -19.4% | +81.8% | -101.2% | -25.1% |
| 3Y | -25.8% | -30.2% | +4.4% | -26.2% |
| 5Y | -31.1% | +59.9% | -91.0% | -39.2% |
| All | -31.1% | +64.1% | -95.2% | -39.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling