+302.1%
WDAY vs RVTY
+365.5%
-63.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.1% | -5.2% |
| 7D | -4.4% | +1.1% | -5.5% | -4.9% |
| 30D | +14.7% | +13.2% | +1.5% | +7.8% |
| 3M | +32.4% | +27.2% | +5.1% | +16.2% |
| 6M | +36.9% | +32.4% | +4.5% | +16.4% |
| YTD | -8.8% | +34.9% | -43.7% | -23.5% |
| 1Y | -15.3% | +52.4% | -67.7% | -33.9% |
| 3Y | -21.2% | +12.3% | -33.5% | -32.4% |
| 5Y | -29.5% | -30.8% | +1.3% | -20.8% |
| 10Y | +120.0% | +150.7% | -30.6% | +3.3% |
| All | +302.1% | +365.5% | -63.4% | +57.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling