+111.5%
WDAY vs RMBS
+554.0%
-442.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | 0.0% |
| 7D | -10.5% | +1.2% | -11.7% | -10.8% |
| 30D | +2.1% | -11.5% | +13.6% | +4.3% |
| 3M | +34.6% | -38.2% | +72.8% | +45.9% |
| 6M | +29.9% | -4.8% | +34.7% | +18.1% |
| YTD | -13.8% | -7.1% | -6.7% | -22.9% |
| 1Y | -18.3% | +10.7% | -29.0% | -33.4% |
| 3Y | -26.2% | +54.5% | -80.6% | -52.7% |
| 5Y | -30.8% | +261.7% | -292.5% | -71.8% |
| All | +111.5% | +554.0% | -442.5% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded RMBS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling