+1.3%
WDAY vs RKT
-11.2%
+12.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.6% | +0.2% |
| 7D | -7.4% | -1.0% | -6.4% | -7.2% |
| 30D | +1.0% | -2.4% | +3.4% | +1.4% |
| 3M | +32.7% | +1.9% | +30.8% | +32.1% |
| 6M | +25.6% | -13.9% | +39.4% | +26.9% |
| YTD | -13.4% | -30.6% | +17.3% | -10.6% |
| 1Y | -19.4% | -34.4% | +15.0% | -16.4% |
| 3Y | -25.8% | +38.2% | -64.0% | -33.9% |
| 5Y | -31.1% | -9.7% | -21.4% | -39.3% |
| All | +1.3% | -11.2% | +12.5% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 10y: compounded portfolio wealth divided by compounded RKT 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…
10y analysis · Full analysis span regression · 6 months rolling