+303.5%
WDAY vs RMBS
+1,502.9%
-1,199.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +76.8% |
| YTD | -8.5% | -10.5% | +2.0% | -17.7% |
| 1Y | -12.1% | -11.0% | -1.1% | -21.2% |
| 3Y | -13.2% | +31.3% | -44.5% | -37.8% |
| 5Y | -33.7% | +242.8% | -276.5% | -67.1% |
| 10Y | +137.4% | +536.9% | -399.5% | -7.9% |
| All | +303.5% | +1,502.9% | -1,199.5% | +43.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling