-13.5%
WDAY vs RBA
-2.0%
-11.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.1% | -0.1% | +1.4% |
| 7D | -1.2% | +12.7% | -13.9% | -4.5% |
| 30D | +6.8% | +15.5% | -8.7% | +2.3% |
| 3M | +17.8% | -14.0% | +31.9% | +22.4% |
| 6M | +57.8% | -8.8% | +66.6% | +60.3% |
| YTD | -6.0% | -6.9% | +0.9% | -6.8% |
| 1Y | -13.5% | -3.0% | -10.6% | -16.3% |
| All | -13.5% | -2.0% | -11.6% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 1y: compounded portfolio wealth divided by compounded RBA 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…
1y analysis · Full analysis span regression · 6 months rolling