+139.8%
WDAY vs RNG
+327.7%
-187.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.9% | -1.5% | -3.9% |
| 7D | -4.4% | +5.8% | -10.1% | -6.3% |
| 30D | +14.7% | +19.6% | -4.9% | +7.8% |
| 3M | +32.4% | +67.0% | -34.7% | +9.5% |
| 6M | +36.9% | +88.4% | -51.5% | +8.0% |
| YTD | -8.8% | +155.5% | -164.3% | -37.4% |
| 1Y | -15.3% | +141.7% | -157.0% | -40.9% |
| 3Y | -21.2% | +131.1% | -152.3% | -48.3% |
| 5Y | -29.5% | -70.6% | +41.1% | -11.0% |
| 10Y | +120.0% | +228.2% | -108.2% | -2.5% |
| All | +139.8% | +327.7% | -187.9% | -1.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling