+302.1%
WDAY vs RIG
-85.0%
+387.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.8% | -2.6% | -5.1% |
| 7D | -4.4% | +0.9% | -5.2% | -4.4% |
| 30D | +14.7% | +13.8% | +0.9% | +13.4% |
| 3M | +32.4% | -6.4% | +38.8% | +32.8% |
| 6M | +36.9% | -8.2% | +45.0% | +37.2% |
| YTD | -8.8% | +41.6% | -50.5% | -12.4% |
| 1Y | -15.3% | +88.7% | -104.0% | -21.1% |
| 3Y | -21.2% | -30.9% | +9.6% | -21.6% |
| 5Y | -29.5% | +57.7% | -87.2% | -37.4% |
| 10Y | +120.0% | -39.3% | +159.3% | +78.1% |
| All | +302.1% | -85.0% | +387.1% | +281.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling