+0.6%
WDAY vs RVMD
+644.5%
-643.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.0% | -5.3% |
| 7D | -4.4% | +1.0% | -5.4% | -4.5% |
| 30D | +14.7% | +6.4% | +8.3% | +13.4% |
| 3M | +32.4% | +34.9% | -2.5% | +25.2% |
| 6M | +36.9% | +107.6% | -70.7% | +18.9% |
| YTD | -8.8% | +163.7% | -172.5% | -25.1% |
| 1Y | -15.3% | +439.2% | -454.5% | -39.1% |
| 3Y | -21.2% | +499.2% | -520.4% | -47.2% |
| 5Y | -29.5% | +621.7% | -651.2% | -58.0% |
| All | +0.6% | +644.5% | -643.9% | -47.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling