+291.5%
WDAY vs RMBS
+1,556.3%
-1,264.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | -4.8% | +21.9% | -26.7% | -8.5% |
| 30D | +2.5% | -13.4% | +15.9% | +4.5% |
| 3M | +8.8% | -15.9% | +24.6% | +10.5% |
| 6M | +60.7% | -34.8% | +95.5% | +66.0% |
| YTD | -11.2% | -7.5% | -3.7% | -20.6% |
| 1Y | -15.6% | -16.9% | +1.2% | -22.7% |
| 3Y | -17.1% | +35.5% | -52.7% | -40.9% |
| 5Y | -35.7% | +254.2% | -289.9% | -68.3% |
| 10Y | +130.4% | +558.2% | -427.8% | -11.1% |
| All | +291.5% | +1,556.3% | -1,264.8% | +38.4% |
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 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