+282.6%
WDAY vs RSG
+945.8%
-663.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.4% | -4.6% |
| 7D | -6.1% | -0.7% | -5.4% | -5.6% |
| 30D | +3.7% | +3.3% | +0.4% | +1.9% |
| 3M | +29.6% | +8.5% | +21.1% | +24.1% |
| 6M | +23.3% | -3.5% | +26.9% | +25.9% |
| YTD | -13.3% | +5.5% | -18.8% | -16.1% |
| 1Y | -19.6% | -1.7% | -17.9% | -19.1% |
| 3Y | -25.7% | +56.9% | -82.6% | -44.9% |
| 5Y | -31.6% | +89.4% | -121.0% | -55.3% |
| 10Y | +109.9% | +412.5% | -302.6% | -26.7% |
| All | +282.6% | +945.8% | -663.2% | -1.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling