-17.9%
WDAY vs RKT
+92.6%
-110.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.9% | +4.2% | -0.2% |
| 7D | -4.6% | +4.6% | -9.2% | -5.0% |
| 30D | +1.2% | +25.9% | -24.6% | -1.1% |
| 3M | +2.6% | +5.0% | -2.5% | +1.9% |
| 6M | +47.8% | -7.9% | +55.7% | +47.9% |
| YTD | -12.1% | -25.4% | +13.3% | -10.9% |
| 1Y | -17.1% | -15.4% | -1.7% | -17.1% |
| 3Y | -17.9% | +83.3% | -101.2% | -25.9% |
| All | -17.9% | +92.6% | -110.4% | -25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling