+119.3%
WDAY vs RY
+371.9%
-252.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.7% | -5.0% |
| 7D | -4.4% | +3.1% | -7.5% | -6.1% |
| 30D | +14.7% | -0.3% | +15.1% | +14.8% |
| 3M | +32.4% | +8.7% | +23.7% | +25.1% |
| 6M | +36.9% | +28.5% | +8.3% | +15.9% |
| YTD | -8.8% | +25.1% | -34.0% | -21.8% |
| 1Y | -15.3% | +46.3% | -61.6% | -34.3% |
| 3Y | -21.2% | +154.9% | -176.1% | -58.0% |
| 5Y | -29.5% | +140.3% | -169.8% | -61.1% |
| All | +119.3% | +371.9% | -252.6% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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