-26.2%
WDAY vs RIO
+95.3%
-121.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -7.4% | +1.0% | -8.3% | -7.4% |
| 30D | +1.0% | +4.0% | -3.0% | +1.1% |
| 3M | +32.7% | +4.5% | +28.1% | +33.4% |
| 6M | +25.6% | +17.3% | +8.2% | +24.3% |
| YTD | -13.4% | +36.2% | -49.6% | -17.1% |
| 1Y | -19.4% | +76.1% | -95.5% | -26.8% |
| All | -26.2% | +95.3% | -121.5% | -36.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling