-17.2%
WDAY vs ROIV
+292.3%
-309.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.8% |
| 7D | -4.6% | +14.3% | -18.9% | -5.9% |
| 30D | +1.2% | +16.2% | -15.0% | -0.4% |
| 3M | +2.6% | +15.1% | -12.6% | +0.7% |
| 6M | +47.8% | +44.2% | +3.5% | +40.7% |
| YTD | -12.1% | +89.8% | -101.9% | -19.5% |
| 1Y | -17.1% | +94.6% | -111.7% | -24.4% |
| 3Y | -17.9% | +367.5% | -385.4% | -33.3% |
| 5Y | -35.1% | +421.4% | -456.5% | -53.2% |
| All | -17.2% | +292.3% | -309.5% | -33.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling