+111.5%
WDAY vs RIO
+604.6%
-493.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.7% | +0.5% |
| 7D | -10.5% | -3.4% | -7.2% | -9.8% |
| 30D | +2.1% | +0.6% | +1.5% | +1.7% |
| 3M | +34.6% | +2.5% | +32.1% | +33.0% |
| 6M | +29.9% | +10.8% | +19.1% | +24.3% |
| YTD | -13.8% | +30.5% | -44.3% | -22.2% |
| 1Y | -18.3% | +68.1% | -86.4% | -32.0% |
| 3Y | -26.2% | +94.0% | -120.2% | -42.4% |
| 5Y | -30.8% | +92.0% | -122.8% | -47.2% |
| All | +111.5% | +604.6% | -493.1% | +8.3% |
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