+290.7%
WDAY vs RVTY
+474.8%
-184.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.6% | -5.0% | -3.1% |
| 7D | -4.0% | +6.0% | -10.0% | -7.0% |
| 30D | +1.9% | +4.3% | -2.3% | -0.7% |
| 3M | +5.9% | +40.2% | -34.3% | -11.3% |
| 6M | +48.8% | +59.3% | -10.5% | +15.7% |
| YTD | -11.4% | +66.5% | -78.0% | -33.7% |
| 1Y | -15.5% | +77.5% | -93.0% | -38.9% |
| 3Y | -15.6% | +92.5% | -108.1% | -46.0% |
| 5Y | -35.2% | -6.8% | -28.4% | -38.3% |
| 10Y | +123.9% | +225.4% | -101.5% | -8.9% |
| All | +290.7% | +474.8% | -184.1% | +36.6% |
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