+302.1%
WDAY vs ROK
+717.4%
-415.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.3% | -6.7% | -5.9% |
| 7D | -4.4% | +0.7% | -5.0% | -4.7% |
| 30D | +14.7% | -3.3% | +18.1% | +16.1% |
| 3M | +32.4% | -5.9% | +38.2% | +33.7% |
| 6M | +36.9% | +13.9% | +23.0% | +25.0% |
| YTD | -8.8% | +12.6% | -21.4% | -16.8% |
| 1Y | -15.3% | +28.6% | -43.9% | -27.5% |
| 3Y | -21.2% | +45.1% | -66.3% | -39.2% |
| 5Y | -29.5% | +45.6% | -75.1% | -47.1% |
| 10Y | +120.0% | +345.0% | -225.0% | -10.8% |
| All | +302.1% | +717.4% | -415.3% | +44.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling