-31.1%
WDAY vs RUN
-80.3%
+49.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.6% | +4.4% | +0.3% |
| 7D | -7.4% | -1.8% | -5.6% | -7.2% |
| 30D | +1.0% | -10.8% | +11.9% | +2.0% |
| 3M | +32.7% | -30.2% | +62.8% | +36.7% |
| 6M | +25.6% | -22.3% | +47.9% | +26.9% |
| YTD | -13.4% | -52.2% | +38.8% | -8.8% |
| 1Y | -19.4% | -45.1% | +25.7% | -16.9% |
| 3Y | -25.8% | -37.1% | +11.3% | -35.9% |
| 5Y | -31.1% | -80.3% | +49.2% | -32.4% |
| All | -31.1% | -80.3% | +49.2% | -32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling