+129.2%
WDAY vs RUN
-30.6%
+159.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.1% | -2.9% | +0.7% |
| 7D | -5.3% | +3.2% | -8.5% | -5.9% |
| 30D | +1.5% | +19.5% | -18.0% | -1.1% |
| 3M | +5.5% | -9.6% | +15.0% | +6.1% |
| 6M | +57.4% | -37.3% | +94.8% | +64.5% |
| YTD | -11.0% | -50.7% | +39.7% | -6.0% |
| 1Y | -15.8% | -54.1% | +38.3% | -10.5% |
| 3Y | -16.9% | -3.9% | -13.0% | -34.1% |
| 5Y | -35.3% | -84.4% | +49.1% | -35.6% |
| 10Y | +131.0% | +77.5% | +53.5% | +52.0% |
| All | +129.2% | -30.6% | +159.8% | +55.6% |
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