+3.8%
WDAY vs RKT
-9.3%
+13.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.1% | +4.8% | +0.4% |
| 7D | -4.8% | -7.5% | +2.7% | -3.8% |
| 30D | +2.5% | +26.6% | -24.1% | -0.8% |
| 3M | +8.8% | -2.4% | +11.2% | +8.8% |
| 6M | +60.7% | -7.4% | +68.1% | +61.0% |
| YTD | -11.2% | -29.2% | +17.9% | -8.9% |
| 1Y | -15.6% | -23.5% | +7.9% | -14.4% |
| 3Y | -17.1% | +73.9% | -91.0% | -28.7% |
| 5Y | -35.7% | -6.6% | -29.1% | -43.6% |
| All | +3.8% | -9.3% | +13.1% | -8.5% |
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