-13.2%
WDAY vs RL
+250.5%
-263.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.2% | +4.2% | +3.2% |
| 7D | +1.8% | +2.6% | -0.7% | +1.4% |
| 30D | +4.1% | +2.9% | +1.1% | +3.5% |
| 3M | -4.8% | 0.0% | -4.8% | -5.0% |
| 6M | +68.6% | +17.1% | +51.5% | +62.2% |
| YTD | -8.5% | +10.1% | -18.7% | -11.5% |
| 1Y | -12.1% | +17.3% | -29.4% | -16.6% |
| 3Y | -13.2% | +249.3% | -262.5% | -40.5% |
| All | -13.2% | +250.5% | -263.7% | -40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling