+292.6%
WDAY vs RVTY
+466.0%
-173.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.5% |
| 7D | -5.3% | -0.7% | -4.6% | -5.2% |
| 30D | +1.5% | +1.7% | -0.2% | 0.0% |
| 3M | +5.5% | +36.8% | -31.3% | -10.6% |
| 6M | +57.4% | +60.1% | -2.7% | +22.0% |
| YTD | -11.0% | +64.0% | -75.0% | -32.9% |
| 1Y | -15.8% | +68.2% | -84.0% | -37.5% |
| 3Y | -16.9% | +88.8% | -105.7% | -46.3% |
| 5Y | -35.3% | -10.5% | -24.7% | -36.9% |
| 10Y | +131.0% | +219.7% | -88.7% | -5.1% |
| All | +292.6% | +466.0% | -173.4% | +38.3% |
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