+112.2%
WDAY vs RSG
+428.9%
-316.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.4% | -0.1% |
| 7D | -5.2% | 0.0% | -5.2% | -5.2% |
| 30D | +5.9% | +4.0% | +2.0% | +3.7% |
| 3M | +42.3% | +7.4% | +34.9% | +37.1% |
| 6M | +34.7% | +0.1% | +34.6% | +34.6% |
| YTD | -13.5% | +6.0% | -19.6% | -16.6% |
| 1Y | -18.1% | -3.0% | -15.1% | -16.9% |
| 3Y | -26.4% | +56.5% | -82.9% | -45.4% |
| 5Y | -30.6% | +90.9% | -121.5% | -55.1% |
| All | +112.2% | +428.9% | -316.7% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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