+302.1%
WDAY vs RBA
+429.0%
-126.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +19.5% |
| 3M | +32.4% | -20.5% | +52.9% | +41.4% |
| 6M | +36.9% | -18.5% | +55.4% | +44.7% |
| YTD | -8.8% | -18.2% | +9.4% | -4.0% |
| 1Y | -15.3% | -27.5% | +12.2% | -7.5% |
| 3Y | -21.2% | +38.1% | -59.3% | -31.0% |
| 5Y | -29.5% | +44.8% | -74.3% | -40.8% |
| 10Y | +120.0% | +187.1% | -67.1% | +45.9% |
| All | +302.1% | +429.0% | -126.9% | +135.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling