-26.1%
WDAY vs RMBS
+55.2%
-81.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.7% | -6.5% | -4.9% |
| 7D | -6.1% | +3.0% | -9.0% | -6.2% |
| 30D | +3.7% | -14.4% | +18.1% | +4.4% |
| 3M | +29.6% | -42.8% | +72.4% | +34.0% |
| 6M | +23.3% | -1.4% | +24.7% | +16.1% |
| YTD | -13.3% | -5.4% | -7.8% | -18.6% |
| 1Y | -19.6% | +18.6% | -38.2% | -29.3% |
| All | -26.1% | +55.2% | -81.3% | -42.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling