+68.6%
WDAY vs RIO
-23.4%
+92.0%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.4% | +2.9% |
| 7D | +1.8% | -0.9% | +2.8% | +1.6% |
| 30D | +4.1% | -9.1% | +13.2% | +0.8% |
| 3M | -4.8% | -13.7% | +8.8% | -9.2% |
| 6M | +68.6% | -24.3% | +93.0% | +56.1% |
| All | +68.6% | -23.4% | +92.0% | +56.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling