-16.2%
WDAY vs ROIV
+298.6%
-314.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +1.0% |
| 7D | -5.3% | +9.5% | -14.8% | -6.2% |
| 30D | +1.5% | +21.0% | -19.4% | -0.4% |
| 3M | +5.5% | +18.7% | -13.3% | +3.2% |
| 6M | +57.4% | +44.5% | +12.9% | +50.0% |
| YTD | -11.0% | +92.9% | -103.9% | -18.6% |
| 1Y | -15.8% | +100.2% | -116.0% | -23.4% |
| 3Y | -16.9% | +375.0% | -391.9% | -32.6% |
| 5Y | -35.3% | +435.2% | -470.4% | -53.4% |
| All | -16.2% | +298.6% | -314.8% | -32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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