-13.2%
WDAY vs RVMD
+781.3%
-794.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.3% | +5.3% | +3.3% |
| 7D | +1.8% | -10.4% | +12.2% | +2.8% |
| 30D | +4.1% | -11.0% | +15.0% | +5.0% |
| 3M | -4.8% | -14.7% | +9.9% | -3.8% |
| 6M | +68.6% | +14.9% | +53.7% | +64.2% |
| YTD | -8.5% | +116.3% | -124.8% | -19.5% |
| 1Y | -12.1% | +167.6% | -179.7% | -25.2% |
| 3Y | -13.2% | +776.8% | -790.0% | -42.6% |
| All | -13.2% | +781.3% | -794.5% | -42.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling