+144.0%
WDAY vs RJF
+326.9%
-183.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.8% | +2.2% | +2.7% |
| 7D | +1.8% | +3.6% | -1.7% | +0.3% |
| 30D | +4.1% | +7.2% | -3.2% | +1.0% |
| 3M | -4.8% | -6.5% | +1.7% | -2.4% |
| 6M | +68.6% | +10.3% | +58.3% | +61.6% |
| YTD | -8.5% | +6.5% | -15.0% | -11.5% |
| 1Y | -12.1% | +6.1% | -18.2% | -14.9% |
| 3Y | -13.2% | +74.9% | -88.1% | -33.0% |
| 5Y | -33.7% | +81.3% | -115.1% | -50.7% |
| All | +144.0% | +326.9% | -183.0% | +15.4% |
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