-30.8%
WDAY vs RNG
-70.1%
+39.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.2% |
| 7D | -10.5% | -9.6% | -1.0% | -7.3% |
| 30D | +2.1% | +8.8% | -6.7% | -0.4% |
| 3M | +34.6% | +78.6% | -44.0% | +11.1% |
| 6M | +29.9% | +70.3% | -40.4% | +8.5% |
| YTD | -13.8% | +140.3% | -154.2% | -36.8% |
| 1Y | -18.3% | +126.6% | -144.9% | -39.2% |
| 3Y | -26.2% | +120.2% | -146.4% | -48.0% |
| 5Y | -30.8% | -68.3% | +37.5% | -23.8% |
| All | -30.8% | -70.1% | +39.3% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 5y: compounded portfolio wealth divided by compounded RNG 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…
5y analysis · Full analysis span regression · 6 months rolling