+131.7%
WDAY vs RRC
+60.0%
+71.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.4% |
| 7D | -4.0% | -10.3% | +6.3% | -3.1% |
| 30D | +1.9% | +19.5% | -17.5% | +0.2% |
| 3M | +5.9% | +27.9% | -22.0% | +3.4% |
| 6M | +48.8% | +21.2% | +27.6% | +45.9% |
| YTD | -11.4% | +39.6% | -51.0% | -14.4% |
| 1Y | -15.5% | +31.3% | -46.8% | -18.0% |
| 3Y | -15.6% | +51.9% | -67.6% | -19.7% |
| 5Y | -35.2% | +110.2% | -145.3% | -40.7% |
| All | +131.7% | +60.0% | +71.7% | +93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling