+302.1%
WDAY vs RRC
-38.0%
+340.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.5% | -5.3% |
| 7D | -4.4% | +1.3% | -5.7% | -4.5% |
| 30D | +14.7% | +10.1% | +4.6% | +13.6% |
| 3M | +32.4% | +4.0% | +28.4% | +31.8% |
| 6M | +36.9% | +1.6% | +35.3% | +36.5% |
| YTD | -8.8% | +19.7% | -28.6% | -10.7% |
| 1Y | -15.3% | +21.4% | -36.7% | -17.3% |
| 3Y | -21.2% | +29.7% | -50.9% | -24.2% |
| 5Y | -29.5% | +153.9% | -183.4% | -37.3% |
| 10Y | +120.0% | +10.8% | +109.2% | +101.9% |
| All | +302.1% | -38.0% | +340.2% | +303.1% |
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