+302.1%
WDAY vs RL
+188.8%
+113.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.0% | -7.4% | -5.9% |
| 7D | -4.4% | -0.8% | -3.6% | -4.2% |
| 30D | +14.7% | -7.8% | +22.5% | +16.9% |
| 3M | +32.4% | -4.0% | +36.4% | +33.0% |
| 6M | +36.9% | -1.9% | +38.8% | +34.9% |
| YTD | -8.8% | -0.2% | -8.7% | -10.6% |
| 1Y | -15.3% | +10.7% | -26.0% | -19.6% |
| 3Y | -21.2% | +210.8% | -232.0% | -45.2% |
| 5Y | -29.5% | +238.2% | -267.7% | -53.1% |
| 10Y | +120.0% | +313.4% | -193.3% | +30.6% |
| All | +302.1% | +188.8% | +113.3% | +152.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling