+296.2%
WDAY vs RRC
-28.0%
+324.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.9% | -0.7% | -3.3% |
| 7D | -2.5% | -10.8% | +8.3% | -1.4% |
| 30D | +4.7% | +22.3% | -17.6% | +2.4% |
| 3M | +13.3% | +26.6% | -13.3% | +10.4% |
| 6M | +57.3% | +18.9% | +38.4% | +54.1% |
| YTD | -10.2% | +39.2% | -49.4% | -13.6% |
| 1Y | -14.1% | +34.0% | -48.0% | -17.1% |
| 3Y | -11.7% | +42.0% | -53.7% | -16.0% |
| 5Y | -33.5% | +111.9% | -145.3% | -40.1% |
| 10Y | +133.1% | +62.8% | +70.3% | +103.4% |
| All | +296.2% | -28.0% | +324.1% | +290.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling