+112.2%
WDAY vs RRX
+228.4%
-116.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.7% | -3.4% | -0.6% |
| 7D | -5.2% | -0.3% | -4.8% | -5.1% |
| 30D | +5.9% | -6.1% | +12.1% | +7.5% |
| 3M | +42.3% | -23.1% | +65.3% | +49.1% |
| 6M | +34.7% | -19.5% | +54.3% | +35.1% |
| YTD | -13.5% | +16.1% | -29.6% | -26.2% |
| 1Y | -18.1% | +12.9% | -31.0% | -29.8% |
| 3Y | -26.4% | +7.9% | -34.3% | -40.0% |
| 5Y | -30.6% | +19.1% | -49.7% | -47.4% |
| All | +112.2% | +228.4% | -116.2% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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