-15.6%
WDAY vs RL
+254.6%
-270.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.8% | -7.2% | -2.3% |
| 7D | -4.0% | +0.2% | -4.2% | -4.1% |
| 30D | +1.9% | +7.3% | -5.4% | +0.7% |
| 3M | +5.9% | +1.0% | +4.8% | +5.5% |
| 6M | +48.8% | +11.8% | +37.0% | +45.1% |
| YTD | -11.4% | +13.6% | -25.0% | -14.7% |
| 1Y | -15.5% | +24.0% | -39.6% | -20.7% |
| 3Y | -15.6% | +256.6% | -272.2% | -41.9% |
| All | -15.6% | +254.6% | -270.2% | -41.9% |
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