-30.6%
WDAY vs RVMD
+576.1%
-606.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | -5.2% | -3.0% | -2.2% | -4.7% |
| 30D | +5.9% | -0.7% | +6.7% | +5.9% |
| 3M | +42.3% | +36.5% | +5.7% | +34.6% |
| 6M | +34.7% | +104.6% | -69.9% | +17.8% |
| YTD | -13.5% | +155.8% | -169.4% | -28.2% |
| 1Y | -18.1% | +340.7% | -358.8% | -38.6% |
| 3Y | -26.4% | +519.9% | -546.3% | -50.8% |
| All | -30.6% | +576.1% | -606.7% | -59.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling