-15.5%
WDAY vs RUN
-2.6%
-13.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.1% | -2.9% | +1.0% |
| 7D | -5.3% | +3.2% | -8.5% | -5.5% |
| 30D | +1.5% | +19.5% | -18.0% | +0.7% |
| 3M | +5.5% | -9.6% | +15.0% | +5.6% |
| 6M | +57.4% | -37.3% | +94.8% | +59.5% |
| YTD | -11.0% | -50.7% | +39.7% | -9.2% |
| 1Y | -15.8% | -54.1% | +38.3% | -13.9% |
| All | -15.5% | -2.6% | -13.0% | -22.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling