+109.9%
WDAY vs RBA
+182.6%
-72.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.0% | -2.9% | -4.2% |
| 7D | -6.1% | -1.1% | -5.0% | -5.7% |
| 30D | +3.7% | -13.2% | +16.9% | +8.8% |
| 3M | +29.6% | -21.4% | +50.9% | +39.9% |
| 6M | +23.3% | -20.9% | +44.2% | +32.4% |
| YTD | -13.3% | -19.9% | +6.6% | -7.6% |
| 1Y | -19.6% | -28.7% | +9.0% | -11.0% |
| 3Y | -25.7% | +27.4% | -53.1% | -34.2% |
| 5Y | -31.6% | +41.7% | -73.3% | -43.8% |
| 10Y | +109.9% | +189.6% | -79.7% | +30.3% |
| All | +109.9% | +182.6% | -72.6% | +30.3% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling