-31.1%
WDAY vs RMBS
+269.8%
-300.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.2% |
| 7D | -7.4% | +3.5% | -10.8% | -7.8% |
| 30D | +1.0% | -8.6% | +9.6% | +1.9% |
| 3M | +32.7% | -40.3% | +73.0% | +40.7% |
| 6M | +25.6% | -1.0% | +26.6% | +15.7% |
| YTD | -13.4% | -4.6% | -8.8% | -20.8% |
| 1Y | -19.4% | +17.6% | -36.9% | -32.2% |
| 3Y | -25.8% | +58.6% | -84.4% | -48.5% |
| 5Y | -31.1% | +270.9% | -302.0% | -70.5% |
| All | -31.1% | +269.8% | -300.9% | -70.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling