-26.2%
WDAY vs RVMD
+549.6%
-575.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -7.4% | -0.7% | -6.6% | -7.3% |
| 30D | +1.0% | +0.3% | +0.7% | +0.9% |
| 3M | +32.7% | +38.9% | -6.2% | +28.0% |
| 6M | +25.6% | +108.1% | -82.5% | +15.3% |
| YTD | -13.4% | +160.7% | -174.1% | -22.9% |
| 1Y | -19.4% | +407.3% | -426.6% | -33.6% |
| All | -26.2% | +549.6% | -575.8% | -40.9% |
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 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