+82.9%
WDAY vs ROKU
+883.2%
-800.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.2% | -4.7% | -4.8% |
| 7D | -6.1% | -0.1% | -6.0% | -6.1% |
| 30D | +3.7% | +1.5% | +2.2% | +3.4% |
| 3M | +29.6% | +25.7% | +3.9% | +23.7% |
| 6M | +23.3% | +54.5% | -31.1% | +12.7% |
| YTD | -13.3% | +43.2% | -56.5% | -19.8% |
| 1Y | -19.6% | +56.3% | -75.9% | -27.2% |
| 3Y | -25.7% | +86.1% | -111.8% | -38.6% |
| 5Y | -31.6% | -53.6% | +22.0% | -34.6% |
| All | +82.9% | +883.2% | -800.3% | +34.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling