-31.1%
WDAY vs RIO
+101.7%
-132.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -7.4% | +1.0% | -8.3% | -7.5% |
| 30D | +1.0% | +4.0% | -3.0% | +0.4% |
| 3M | +32.7% | +4.5% | +28.1% | +31.7% |
| 6M | +25.6% | +17.3% | +8.2% | +20.9% |
| YTD | -13.4% | +36.2% | -49.6% | -20.2% |
| 1Y | -19.4% | +76.1% | -95.5% | -30.6% |
| 3Y | -25.8% | +102.5% | -128.3% | -39.6% |
| 5Y | -31.1% | +103.5% | -134.6% | -43.6% |
| All | -31.1% | +101.7% | -132.8% | -43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling