+109.9%
WDAY vs ROL
+203.4%
-93.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.5% | -2.3% | -3.8% |
| 7D | -6.1% | -3.4% | -2.7% | -4.8% |
| 30D | +3.7% | -6.9% | +10.6% | +6.7% |
| 3M | +29.6% | -24.6% | +54.2% | +45.1% |
| 6M | +23.3% | -39.5% | +62.9% | +50.1% |
| YTD | -13.3% | -41.1% | +27.8% | +6.0% |
| 1Y | -19.6% | -37.9% | +18.3% | -4.2% |
| 3Y | -25.7% | +0.8% | -26.5% | -30.8% |
| 5Y | -31.6% | -4.7% | -26.9% | -36.6% |
| 10Y | +109.9% | +207.9% | -97.9% | +18.0% |
| All | +109.9% | +203.4% | -93.5% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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