+134.8%
WDAY vs RUN
-31.9%
+166.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -4.9% | -5.3% |
| 7D | -4.4% | +1.3% | -5.6% | -4.5% |
| 30D | +14.7% | -15.3% | +30.0% | +16.9% |
| 3M | +32.4% | -40.0% | +72.4% | +40.2% |
| 6M | +36.9% | -27.0% | +63.8% | +39.9% |
| YTD | -8.8% | -51.7% | +42.8% | -2.9% |
| 1Y | -15.3% | -45.9% | +30.6% | -12.2% |
| 3Y | -21.2% | -43.8% | +22.6% | -31.6% |
| 5Y | -29.5% | -80.5% | +51.0% | -32.4% |
| 10Y | +120.0% | +45.3% | +74.8% | +46.9% |
| All | +134.8% | -31.9% | +166.7% | +60.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling