+111.5%
WDAY vs RJF
+429.5%
-318.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.1% |
| 7D | -10.5% | -4.2% | -6.4% | -8.9% |
| 30D | +2.1% | -3.6% | +5.7% | +3.7% |
| 3M | +34.6% | +15.6% | +19.0% | +27.1% |
| 6M | +29.9% | +17.6% | +12.3% | +21.3% |
| YTD | -13.8% | +9.2% | -23.0% | -17.2% |
| 1Y | -18.3% | +5.5% | -23.8% | -20.5% |
| 3Y | -26.2% | +70.3% | -96.5% | -42.1% |
| 5Y | -30.8% | +106.0% | -136.8% | -50.8% |
| All | +111.5% | +429.5% | -318.0% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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