-15.6%
WDAY vs RBA
-5.6%
-10.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.1% |
| 7D | -4.8% | -0.5% | -4.2% | -4.6% |
| 30D | +2.5% | +6.8% | -4.4% | +0.5% |
| 3M | +8.8% | +9.5% | -0.7% | +5.8% |
| 6M | +60.7% | -8.2% | +68.9% | +63.0% |
| YTD | -11.2% | -7.7% | -3.5% | -12.3% |
| 1Y | -15.6% | -6.9% | -8.7% | -17.2% |
| All | -15.6% | -5.6% | -10.1% | -17.2% |
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