-25.7%
WDAY vs RUN
-35.6%
+9.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.7% | -8.6% | -5.0% |
| 7D | -6.1% | +10.2% | -16.3% | -6.5% |
| 30D | +3.7% | -9.6% | +13.3% | +4.1% |
| 3M | +29.6% | -31.5% | +61.1% | +31.3% |
| 6M | +23.3% | -18.7% | +42.0% | +23.6% |
| YTD | -13.3% | -49.9% | +36.6% | -11.2% |
| 1Y | -19.6% | -45.5% | +25.9% | -18.2% |
| 3Y | -25.7% | -34.1% | +8.4% | -30.0% |
| All | -25.7% | -35.6% | +9.9% | -30.0% |
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