+120.7%
WDAY vs RBA
+188.3%
-67.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.3% | -5.7% | -5.5% |
| 7D | -4.4% | -2.9% | -1.4% | -3.4% |
| 30D | +14.7% | -12.3% | +27.0% | +20.0% |
| 3M | +32.4% | -20.5% | +52.9% | +42.3% |
| 6M | +36.9% | -18.5% | +55.4% | +45.4% |
| YTD | -8.8% | -18.2% | +9.4% | -3.5% |
| 1Y | -15.3% | -27.5% | +12.2% | -6.7% |
| 3Y | -21.2% | +38.1% | -59.3% | -32.3% |
| 5Y | -29.5% | +44.8% | -74.3% | -42.6% |
| All | +120.7% | +188.3% | -67.6% | +36.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling