-31.6%
WDAY vs ROK
+46.6%
-78.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.1% | -3.8% | -4.5% |
| 7D | -6.1% | +2.8% | -8.9% | -7.0% |
| 30D | +3.7% | -2.4% | +6.1% | +4.4% |
| 3M | +29.6% | -4.7% | +34.3% | +29.9% |
| 6M | +23.3% | +16.8% | +6.6% | +12.3% |
| YTD | -13.3% | +11.4% | -24.6% | -19.9% |
| 1Y | -19.6% | +26.2% | -45.8% | -30.1% |
| 3Y | -25.7% | +51.9% | -77.5% | -43.6% |
| 5Y | -31.6% | +46.4% | -77.9% | -50.0% |
| All | -31.6% | +46.6% | -78.2% | -50.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling