+123.9%
WDAY vs RL
+397.7%
-273.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.8% | -7.2% | -2.8% |
| 7D | -4.0% | +0.2% | -4.2% | -4.2% |
| 30D | +1.9% | +7.3% | -5.4% | -0.1% |
| 3M | +5.9% | +1.0% | +4.8% | +5.1% |
| 6M | +48.8% | +11.8% | +37.0% | +42.6% |
| YTD | -11.4% | +13.6% | -25.0% | -16.3% |
| 1Y | -15.5% | +24.0% | -39.6% | -22.2% |
| 3Y | -15.6% | +256.6% | -272.2% | -43.9% |
| 5Y | -35.2% | +240.2% | -275.4% | -57.5% |
| 10Y | +123.9% | +373.0% | -249.1% | +28.6% |
| All | +123.9% | +397.7% | -273.8% | +28.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling