-13.2%
WDAY vs ROK
+63.3%
-76.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.5% | +3.1% |
| 7D | +1.8% | +7.1% | -5.2% | +1.0% |
| 30D | +4.1% | -5.0% | +9.0% | +4.4% |
| 3M | -4.8% | -9.4% | +4.5% | -4.0% |
| 6M | +68.6% | -11.0% | +79.6% | +69.1% |
| YTD | -8.5% | +4.4% | -13.0% | -12.5% |
| 1Y | -12.1% | +7.4% | -19.5% | -16.7% |
| 3Y | -13.2% | +61.0% | -74.2% | -28.3% |
| All | -13.2% | +63.3% | -76.5% | -28.3% |
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