+113.3%
WDAY vs ROK
+343.9%
-230.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.2% |
| 7D | -7.4% | +0.2% | -7.5% | -7.4% |
| 30D | +1.0% | -1.8% | +2.8% | +1.5% |
| 3M | +32.7% | -7.2% | +39.9% | +34.7% |
| 6M | +25.6% | +14.2% | +11.4% | +14.9% |
| YTD | -13.4% | +10.6% | -23.9% | -20.1% |
| 1Y | -19.4% | +25.9% | -45.3% | -30.2% |
| 3Y | -25.8% | +50.8% | -76.5% | -43.6% |
| 5Y | -31.1% | +47.0% | -78.1% | -48.5% |
| 10Y | +113.3% | +354.9% | -241.6% | -9.5% |
| All | +113.3% | +343.9% | -230.6% | -9.5% |
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