-12.1%
WDAY vs RMBS
-18.4%
+6.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.2% | +6.3% | +2.5% |
| 7D | +1.8% | +10.3% | -8.5% | +3.5% |
| 30D | +4.1% | -10.7% | +14.8% | +2.8% |
| 3M | -4.8% | -17.2% | +12.4% | -6.6% |
| 6M | +68.6% | -39.0% | +107.6% | +63.0% |
| YTD | -8.5% | -10.5% | +2.0% | -7.8% |
| 1Y | -12.1% | -11.0% | -1.1% | -11.5% |
| All | -12.1% | -18.4% | +6.3% | -11.5% |
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