+113.3%
WDAY vs RVTY
+134.6%
-21.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +1.0% |
| 7D | -7.4% | -5.4% | -2.0% | -5.0% |
| 30D | +1.0% | +6.7% | -5.7% | -2.1% |
| 3M | +32.7% | +19.0% | +13.7% | +21.2% |
| 6M | +25.6% | +34.6% | -9.1% | +7.1% |
| YTD | -13.4% | +28.3% | -41.6% | -24.9% |
| 1Y | -19.4% | +46.0% | -65.4% | -34.9% |
| 3Y | -25.8% | +16.9% | -42.6% | -37.4% |
| 5Y | -31.1% | -32.9% | +1.8% | -20.9% |
| 10Y | +113.3% | +141.6% | -28.3% | +7.8% |
| All | +113.3% | +134.6% | -21.2% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 10y: compounded portfolio wealth divided by compounded RVTY 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…
10y analysis · Full analysis span regression · 6 months rolling