+302.1%
WDAY vs ROL
+544.3%
-242.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.8% | -5.6% |
| 7D | -4.4% | -1.4% | -2.9% | -3.8% |
| 30D | +14.7% | -4.1% | +18.8% | +16.8% |
| 3M | +32.4% | -22.5% | +54.9% | +47.5% |
| 6M | +36.9% | -37.7% | +74.5% | +66.4% |
| YTD | -8.8% | -39.6% | +30.7% | +11.6% |
| 1Y | -15.3% | -36.0% | +20.7% | +0.7% |
| 3Y | -21.2% | -5.1% | -16.1% | -24.4% |
| 5Y | -29.5% | -3.4% | -26.1% | -34.9% |
| 10Y | +120.0% | +215.2% | -95.2% | +3.3% |
| All | +302.1% | +544.3% | -242.2% | +48.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling