+109.9%
WDAY vs RL
+304.3%
-194.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.1% | -3.7% | -4.6% |
| 7D | -6.1% | +1.9% | -8.0% | -6.6% |
| 30D | +3.7% | -12.2% | +15.9% | +7.1% |
| 3M | +29.6% | -6.6% | +36.2% | +31.1% |
| 6M | +23.3% | +3.2% | +20.2% | +19.9% |
| YTD | -13.3% | -1.3% | -12.0% | -14.7% |
| 1Y | -19.6% | +13.6% | -33.2% | -24.4% |
| 3Y | -25.7% | +210.9% | -236.6% | -48.7% |
| 5Y | -31.6% | +246.9% | -278.4% | -55.2% |
| 10Y | +109.9% | +310.1% | -200.2% | +28.0% |
| All | +109.9% | +304.3% | -194.4% | +28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded RL 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling