+136.8%
WDAY vs RIO
+356.2%
-219.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.2% |
| 7D | -4.8% | +0.1% | -4.9% | -4.8% |
| 30D | +2.5% | -10.5% | +13.0% | +5.2% |
| 3M | +8.8% | -15.9% | +24.7% | +13.1% |
| 6M | +60.7% | -22.3% | +83.0% | +69.7% |
| YTD | -11.2% | +9.3% | -20.6% | -16.5% |
| 1Y | -15.6% | +23.0% | -38.7% | -23.6% |
| 3Y | -17.1% | +52.1% | -69.2% | -31.1% |
| 5Y | -35.7% | +88.9% | -124.6% | -51.6% |
| All | +136.8% | +356.2% | -219.5% | +35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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