+112.2%
WDAY vs RUN
+42.2%
+70.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | -5.2% | -3.7% | -1.4% | -4.7% |
| 30D | +5.9% | -13.0% | +18.9% | +7.8% |
| 3M | +42.3% | -31.8% | +74.1% | +48.8% |
| 6M | +34.7% | -32.2% | +66.9% | +39.5% |
| YTD | -13.5% | -53.5% | +39.9% | -7.1% |
| 1Y | -18.1% | -46.5% | +28.5% | -14.7% |
| 3Y | -26.4% | -37.6% | +11.2% | -38.9% |
| 5Y | -30.6% | -80.9% | +50.3% | -33.5% |
| All | +112.2% | +42.2% | +70.0% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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