+296.2%
WDAY vs RY
+481.2%
-185.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.3% | -2.4% | -2.9% |
| 7D | -2.5% | -0.9% | -1.6% | -2.0% |
| 30D | +4.7% | +5.9% | -1.2% | +1.1% |
| 3M | +13.3% | -4.3% | +17.6% | +15.9% |
| 6M | +57.3% | +12.1% | +45.2% | +45.4% |
| YTD | -10.2% | +20.3% | -30.5% | -21.1% |
| 1Y | -14.1% | +41.0% | -55.1% | -31.8% |
| 3Y | -11.7% | +157.5% | -169.2% | -52.7% |
| 5Y | -33.5% | +123.2% | -156.7% | -61.2% |
| 10Y | +133.1% | +365.7% | -232.6% | -14.2% |
| All | +296.2% | +481.2% | -185.0% | +29.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling