+140.6%
WDAY vs RNG
+340.1%
-199.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.7% | +3.7% | +3.3% |
| 7D | +1.8% | +4.6% | -2.8% | +0.1% |
| 30D | +4.1% | +0.4% | +3.6% | +3.6% |
| 3M | -4.8% | +11.4% | -16.3% | -9.2% |
| 6M | +68.6% | +95.7% | -27.1% | +30.9% |
| YTD | -8.5% | +162.9% | -171.4% | -38.3% |
| 1Y | -12.1% | +180.3% | -192.4% | -42.0% |
| 3Y | -13.2% | +188.3% | -201.5% | -47.6% |
| 5Y | -33.7% | -72.5% | +38.8% | -13.2% |
| 10Y | +137.4% | +236.7% | -99.3% | +3.9% |
| All | +140.6% | +340.1% | -199.5% | -2.8% |
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 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