+81.7%
WDAY vs ROKU
+875.4%
-793.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.7% |
| 7D | -10.5% | -2.6% | -7.9% | -10.1% |
| 30D | +2.1% | +2.1% | 0.0% | +1.7% |
| 3M | +34.6% | +31.8% | +2.8% | +27.4% |
| 6M | +29.9% | +53.3% | -23.4% | +18.9% |
| YTD | -13.8% | +42.1% | -55.9% | -20.2% |
| 1Y | -18.3% | +62.3% | -80.6% | -26.5% |
| 3Y | -26.2% | +84.6% | -110.8% | -38.9% |
| 5Y | -30.8% | -53.1% | +22.2% | -34.0% |
| All | +81.7% | +875.4% | -793.7% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 ROKU 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