-13.2%
WDAY vs RJF
+76.6%
-89.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.8% | +2.2% | +2.8% |
| 7D | +1.8% | +3.6% | -1.7% | +0.5% |
| 30D | +4.1% | +7.2% | -3.2% | +1.3% |
| 3M | -4.8% | -6.5% | +1.7% | -2.5% |
| 6M | +68.6% | +10.3% | +58.3% | +62.7% |
| YTD | -8.5% | +6.5% | -15.0% | -11.0% |
| 1Y | -12.1% | +6.1% | -18.2% | -14.5% |
| 3Y | -13.2% | +74.9% | -88.1% | -26.7% |
| All | -13.2% | +76.6% | -89.8% | -26.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling