+6.9%
WDAY vs RKT
-9.3%
+16.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.0% | +3.0% |
| 7D | +1.8% | -9.0% | +10.8% | +3.1% |
| 30D | +4.1% | +30.2% | -26.1% | +0.3% |
| 3M | -4.8% | -8.8% | +4.0% | -4.0% |
| 6M | +68.6% | -0.9% | +69.6% | +67.5% |
| YTD | -8.5% | -29.2% | +20.6% | -6.1% |
| 1Y | -12.1% | -20.1% | +8.0% | -11.3% |
| 3Y | -13.2% | +81.3% | -94.5% | -25.8% |
| 5Y | -33.7% | -6.6% | -27.1% | -41.9% |
| All | +6.9% | -9.3% | +16.3% | -5.7% |
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