-30.6%
WDAY vs ROKU
-52.4%
+21.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.5% |
| 3M | +42.3% | +29.5% | +12.8% | +33.8% |
| 6M | +34.7% | +53.8% | -19.1% | +21.2% |
| YTD | -13.5% | +42.8% | -56.3% | -21.2% |
| 1Y | -18.1% | +60.7% | -78.8% | -27.6% |
| 3Y | -26.4% | +83.9% | -110.3% | -41.4% |
| All | -30.6% | -52.4% | +21.8% | -38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling