+113.3%
WDAY vs RRC
+4.5%
+108.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | -0.1% |
| 7D | -7.4% | -1.7% | -5.6% | -7.2% |
| 30D | +1.0% | +3.6% | -2.6% | +0.7% |
| 3M | +32.7% | +8.8% | +23.8% | +31.6% |
| 6M | +25.6% | +0.8% | +24.8% | +25.3% |
| YTD | -13.4% | +19.0% | -32.3% | -14.9% |
| 1Y | -19.4% | +22.9% | -42.3% | -21.2% |
| 3Y | -25.8% | +32.3% | -58.1% | -28.4% |
| 5Y | -31.1% | +151.6% | -182.7% | -37.3% |
| 10Y | +113.3% | +5.5% | +107.8% | +90.8% |
| All | +113.3% | +4.5% | +108.8% | +90.8% |
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