+0.9%
WDAY vs RVMD
+510.7%
-509.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.3% | +5.3% | +3.4% |
| 7D | +1.8% | -10.4% | +12.2% | +3.5% |
| 30D | +4.1% | -11.0% | +15.0% | +5.6% |
| 3M | -4.8% | -14.7% | +9.9% | -3.1% |
| 6M | +68.6% | +14.9% | +53.7% | +62.7% |
| YTD | -8.5% | +116.3% | -124.8% | -22.8% |
| 1Y | -12.1% | +167.6% | -179.7% | -28.7% |
| 3Y | -13.2% | +776.8% | -790.0% | -45.0% |
| 5Y | -33.7% | +424.8% | -458.5% | -58.5% |
| All | +0.9% | +510.7% | -509.8% | -45.4% |
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