-25.7%
WDAY vs RRC
+32.7%
-58.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.3% | -4.6% | -4.8% |
| 7D | -6.1% | -1.2% | -4.9% | -5.9% |
| 30D | +3.7% | +9.4% | -5.7% | +2.3% |
| 3M | +29.6% | +7.4% | +22.2% | +28.1% |
| 6M | +23.3% | +1.5% | +21.9% | +22.6% |
| YTD | -13.3% | +19.4% | -32.7% | -15.9% |
| 1Y | -19.6% | +24.2% | -43.9% | -22.9% |
| 3Y | -25.7% | +32.8% | -58.5% | -29.6% |
| All | -25.7% | +32.7% | -58.4% | -29.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling