-26.2%
WDAY vs RJF
+71.0%
-97.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.1% |
| 7D | -7.4% | -0.3% | -7.1% | -7.2% |
| 30D | +1.0% | -2.0% | +3.0% | +1.8% |
| 3M | +32.7% | +16.3% | +16.3% | +25.9% |
| 6M | +25.6% | +16.9% | +8.7% | +18.5% |
| YTD | -13.4% | +10.4% | -23.8% | -16.7% |
| 1Y | -19.4% | +7.4% | -26.8% | -21.8% |
| All | -26.2% | +71.0% | -97.2% | -38.7% |
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