-17.9%
WDAY vs RMBS
+16.2%
-34.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | 0.0% |
| 7D | -7.4% | +3.5% | -10.8% | -6.9% |
| 30D | +1.0% | -8.6% | +9.6% | +0.1% |
| 3M | +32.7% | -40.3% | +73.0% | +28.6% |
| 6M | +25.6% | -1.0% | +26.6% | +22.0% |
| YTD | -13.4% | -4.6% | -8.8% | -14.8% |
| All | -17.9% | +16.2% | -34.0% | -20.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling