-26.2%
WDAY vs ROKU
+80.8%
-107.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.4% | +0.2% |
| 7D | -7.4% | -3.0% | -4.3% | -6.8% |
| 30D | +1.0% | +0.7% | +0.3% | +0.9% |
| 3M | +32.7% | +26.5% | +6.2% | +26.8% |
| 6M | +25.6% | +52.6% | -27.0% | +15.3% |
| YTD | -13.4% | +40.9% | -54.3% | -19.5% |
| 1Y | -19.4% | +57.6% | -77.0% | -26.9% |
| All | -26.2% | +80.8% | -107.0% | -35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling