-35.5%
RBLX vs WDAY
-25.6%
-9.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.9% | +8.3% | +6.3% |
| 7D | +10.2% | -6.1% | +16.3% | +13.7% |
| 30D | +18.6% | +3.7% | +14.9% | +14.0% |
| 3M | +6.0% | +29.6% | -23.6% | -13.0% |
| 6M | -29.5% | +23.3% | -52.8% | -41.6% |
| YTD | -44.7% | -13.3% | -31.4% | -42.8% |
| 1Y | -65.1% | -19.6% | -45.5% | -62.5% |
| 3Y | +54.5% | -25.7% | +80.2% | +56.0% |
| 5Y | -46.3% | -31.6% | -14.8% | -36.9% |
| All | -35.5% | -25.6% | -9.9% | -30.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling