+136.8%
WDAY vs ROK
+265.6%
-128.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | -4.8% | +6.1% | -10.8% | -6.9% |
| 30D | +2.5% | -6.5% | +9.0% | +4.2% |
| 3M | +8.8% | -10.2% | +18.9% | +12.1% |
| 6M | +60.7% | -10.6% | +71.3% | +63.3% |
| YTD | -11.2% | +4.9% | -16.1% | -17.4% |
| 1Y | -15.6% | +3.8% | -19.4% | -21.2% |
| 3Y | -17.1% | +63.5% | -80.6% | -40.6% |
| 5Y | -35.7% | +30.9% | -66.6% | -50.0% |
| All | +136.8% | +265.6% | -128.8% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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