+302.1%
WDAY vs RJF
+781.5%
-479.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.6% | -3.8% | -4.7% |
| 7D | -4.4% | -0.6% | -3.8% | -4.1% |
| 30D | +14.7% | -1.3% | +16.0% | +15.3% |
| 3M | +32.4% | +18.9% | +13.5% | +22.9% |
| 6M | +36.9% | +15.0% | +21.8% | +28.3% |
| YTD | -8.8% | +12.2% | -21.1% | -13.8% |
| 1Y | -15.3% | +5.6% | -20.9% | -17.9% |
| 3Y | -21.2% | +74.9% | -96.1% | -40.3% |
| 5Y | -29.5% | +106.6% | -136.2% | -51.6% |
| 10Y | +120.0% | +433.1% | -313.0% | -13.3% |
| All | +302.1% | +781.5% | -479.4% | +37.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling