-14.2%
WDAY vs ROIV
+232.7%
-246.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.5% | -6.9% | -5.5% |
| 7D | -4.4% | +0.6% | -5.0% | -4.4% |
| 30D | +14.7% | +1.0% | +13.8% | +14.5% |
| 3M | +32.4% | +18.3% | +14.1% | +29.4% |
| 6M | +36.9% | +18.3% | +18.6% | +33.4% |
| YTD | -8.8% | +61.0% | -69.8% | -14.9% |
| 1Y | -15.3% | +177.9% | -193.2% | -26.3% |
| 3Y | -21.2% | +199.1% | -220.3% | -33.1% |
| 5Y | -29.5% | +250.7% | -280.2% | -45.1% |
| All | -14.2% | +232.7% | -246.9% | -29.4% |
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