-4.9%
WDAY vs RVMD
+620.8%
-625.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.2% |
| 7D | -10.5% | -3.6% | -7.0% | -10.0% |
| 30D | +2.1% | -1.1% | +3.2% | +2.1% |
| 3M | +34.6% | +41.0% | -6.4% | +26.4% |
| 6M | +29.9% | +105.7% | -75.8% | +13.0% |
| YTD | -13.8% | +155.3% | -169.1% | -28.8% |
| 1Y | -18.3% | +402.7% | -421.0% | -40.5% |
| 3Y | -26.2% | +533.1% | -559.2% | -51.2% |
| 5Y | -30.8% | +583.5% | -614.3% | -58.4% |
| All | -4.9% | +620.8% | -625.8% | -49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 10y: compounded portfolio wealth divided by compounded RVMD 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…
10y analysis · Full analysis span regression · 6 months rolling