+59.4%
RBLX vs WDAY
-25.7%
+85.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.3% |
| 7D | +5.1% | -5.2% | +10.2% | +6.4% |
| 30D | +28.0% | +5.9% | +22.1% | +25.2% |
| 3M | +4.6% | +42.3% | -37.6% | -5.6% |
| 6M | -24.7% | +34.7% | -59.4% | -31.6% |
| YTD | -43.8% | -13.5% | -30.3% | -43.2% |
| 1Y | -65.8% | -18.1% | -47.7% | -65.0% |
| 3Y | +59.4% | -26.4% | +85.7% | +60.3% |
| All | +59.4% | -25.7% | +85.0% | +60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WDAY.
Daily Out/Under-Performance
Portfolio return minus WDAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WDAY 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 WDAY 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