-18.1%
WDAY vs ROKU
+62.9%
-81.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | -5.2% | -0.4% | -4.7% | -5.1% |
| 30D | +5.9% | +2.1% | +3.9% | +5.6% |
| 3M | +42.3% | +29.5% | +12.8% | +36.3% |
| 6M | +34.7% | +53.8% | -19.1% | +23.9% |
| YTD | -13.5% | +42.8% | -56.3% | -19.6% |
| 1Y | -18.1% | +60.7% | -78.8% | -25.1% |
| All | -18.1% | +62.9% | -81.0% | -25.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling