+296.2%
WDAY vs RBA
+492.2%
-196.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.3% | -2.3% | -3.2% |
| 7D | -2.5% | +4.3% | -6.8% | -3.8% |
| 30D | +4.7% | +16.3% | -11.6% | -0.4% |
| 3M | +13.3% | +1.3% | +12.0% | +12.5% |
| 6M | +57.3% | -11.1% | +68.4% | +61.8% |
| YTD | -10.2% | -8.5% | -1.7% | -8.9% |
| 1Y | -14.1% | -2.1% | -12.0% | -14.7% |
| 3Y | -11.7% | +44.6% | -56.2% | -23.8% |
| 5Y | -33.5% | +36.8% | -70.3% | -43.1% |
| 10Y | +133.1% | +227.3% | -94.3% | +48.3% |
| All | +296.2% | +492.2% | -196.0% | +123.5% |
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 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