-27.1%
WDAY vs RBRK
+130.3%
-157.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -10.5% | -3.5% | -7.0% | -9.7% |
| 30D | +2.1% | -8.3% | +10.4% | +3.7% |
| 3M | +34.6% | +24.7% | +10.0% | +25.4% |
| 6M | +29.9% | +58.9% | -29.0% | +14.0% |
| YTD | -13.8% | +16.3% | -30.1% | -20.0% |
| 1Y | -18.3% | +10.1% | -28.4% | -24.0% |
| All | -27.1% | +130.3% | -157.5% | -41.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling