-26.9%
WDAY vs RBRK
+124.5%
-151.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.9% | +1.0% |
| 7D | -5.2% | -7.5% | +2.3% | -3.2% |
| 30D | +5.9% | -10.4% | +16.4% | +8.3% |
| 3M | +42.3% | +21.3% | +21.0% | +33.5% |
| 6M | +34.7% | +50.6% | -15.9% | +19.7% |
| YTD | -13.5% | +13.3% | -26.8% | -19.2% |
| 1Y | -18.1% | +11.2% | -29.3% | -23.8% |
| All | -26.9% | +124.5% | -151.4% | -41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 RBRK 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