+144.0%
WDAY vs RUN
+68.6%
+75.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.3% | +1.8% | +2.9% |
| 7D | +1.8% | -13.5% | +15.4% | +3.8% |
| 30D | +4.1% | +18.3% | -14.2% | +1.3% |
| 3M | -4.8% | -12.5% | +7.6% | -3.9% |
| 6M | +68.6% | -40.3% | +108.9% | +78.0% |
| YTD | -8.5% | -53.1% | +44.6% | -2.4% |
| 1Y | -12.1% | -54.3% | +42.2% | -6.2% |
| 3Y | -13.2% | -6.5% | -6.7% | -33.4% |
| 5Y | -33.7% | -85.3% | +51.6% | -32.8% |
| All | +144.0% | +68.6% | +75.4% | +33.8% |
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