+144.0%
WDAY vs RMBS
+534.0%
-390.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.2% | +6.3% | +3.7% |
| 7D | +1.8% | +10.3% | -8.5% | -0.2% |
| 30D | +4.1% | -10.7% | +14.8% | +5.5% |
| 3M | -4.8% | -17.2% | +12.4% | -3.0% |
| 6M | +68.6% | -39.0% | +107.6% | +77.1% |
| YTD | -8.5% | -10.5% | +2.0% | -18.9% |
| 1Y | -12.1% | -11.0% | -1.1% | -22.4% |
| 3Y | -13.2% | +31.3% | -44.5% | -41.3% |
| 5Y | -33.7% | +242.8% | -276.5% | -73.1% |
| All | +144.0% | +534.0% | -390.0% | -34.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling