-18.1%
WDAY vs RVMD
+375.0%
-393.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | -5.2% | -3.0% | -2.2% | -5.0% |
| 30D | +5.9% | -0.7% | +6.7% | +5.9% |
| 3M | +42.3% | +36.5% | +5.7% | +38.1% |
| 6M | +34.7% | +104.6% | -69.9% | +24.5% |
| YTD | -13.5% | +155.8% | -169.4% | -21.6% |
| 1Y | -18.1% | +340.7% | -358.8% | -29.9% |
| All | -18.1% | +375.0% | -393.1% | -29.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling