-35.7%
WDAY vs ROIV
+413.4%
-449.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.4% | +4.2% | +0.2% |
| 7D | -4.8% | +9.2% | -14.0% | -5.7% |
| 30D | +2.5% | +19.9% | -17.4% | +0.4% |
| 3M | +8.8% | +10.6% | -1.8% | +7.0% |
| 6M | +60.7% | +36.1% | +24.6% | +53.4% |
| YTD | -11.2% | +84.3% | -95.5% | -19.2% |
| 1Y | -15.6% | +87.6% | -103.2% | -23.5% |
| 3Y | -17.1% | +353.9% | -371.0% | -34.0% |
| 5Y | -35.7% | +376.1% | -411.8% | -56.5% |
| All | -35.7% | +413.4% | -449.0% | -56.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling