-25.7%
WDAY vs ROK
+48.7%
-74.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.1% | -3.8% | -4.7% |
| 7D | -6.1% | +2.8% | -8.9% | -6.5% |
| 30D | +3.7% | -2.4% | +6.1% | +4.0% |
| 3M | +29.6% | -4.7% | +34.3% | +29.4% |
| 6M | +23.3% | +16.8% | +6.6% | +16.1% |
| YTD | -13.3% | +11.4% | -24.6% | -17.5% |
| 1Y | -19.6% | +26.2% | -45.8% | -26.5% |
| 3Y | -25.7% | +51.9% | -77.5% | -38.7% |
| All | -25.7% | +48.7% | -74.3% | -38.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling