-13.2%
WDAY vs RBA
+63.1%
-76.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.9% | +2.1% | +2.8% |
| 7D | +1.8% | +1.7% | +0.1% | +1.3% |
| 30D | +4.1% | +8.3% | -4.3% | +1.7% |
| 3M | -4.8% | +10.5% | -15.4% | -7.7% |
| 6M | +68.6% | -5.9% | +74.5% | +70.2% |
| YTD | -8.5% | -6.9% | -1.7% | -7.8% |
| 1Y | -12.1% | -4.9% | -7.2% | -11.9% |
| 3Y | -13.2% | +64.5% | -77.6% | -20.3% |
| All | -13.2% | +63.1% | -76.3% | -20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling