-28.6%
WDAY vs RBA
+45.3%
-73.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.3% | -5.7% | -5.5% |
| 7D | -4.4% | -2.9% | -1.4% | -3.5% |
| 30D | +14.7% | -12.3% | +27.0% | +19.4% |
| 3M | +32.4% | -20.5% | +52.9% | +41.3% |
| 6M | +36.9% | -18.5% | +55.4% | +44.5% |
| YTD | -8.8% | -18.2% | +9.4% | -4.1% |
| 1Y | -15.3% | -27.5% | +12.2% | -7.6% |
| 3Y | -21.2% | +38.1% | -59.3% | -31.0% |
| All | -28.6% | +45.3% | -73.9% | -42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling