+302.1%
WDAY vs RRX
+198.1%
+104.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.2% | -5.5% | -5.4% |
| 7D | -4.4% | +3.4% | -7.8% | -5.3% |
| 30D | +14.7% | -11.1% | +25.9% | +18.4% |
| 3M | +32.4% | -23.7% | +56.1% | +39.4% |
| 6M | +36.9% | -22.0% | +58.9% | +38.6% |
| YTD | -8.8% | +16.5% | -25.3% | -22.2% |
| 1Y | -15.3% | +11.5% | -26.8% | -27.0% |
| 3Y | -21.2% | +1.5% | -22.7% | -33.9% |
| 5Y | -29.5% | +18.3% | -47.8% | -46.1% |
| 10Y | +120.0% | +209.8% | -89.8% | +3.0% |
| All | +302.1% | +198.1% | +104.0% | +80.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling