+290.7%
WDAY vs ROL
+596.1%
-305.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.5% | -2.3% |
| 7D | -4.0% | +7.5% | -11.5% | -7.0% |
| 30D | +1.9% | +21.1% | -19.2% | -6.2% |
| 3M | +5.9% | +3.1% | +2.7% | +4.0% |
| 6M | +48.8% | -27.4% | +76.2% | +69.3% |
| YTD | -11.4% | -34.7% | +23.3% | +4.5% |
| 1Y | -15.5% | -32.9% | +17.4% | -1.7% |
| 3Y | -15.6% | +6.1% | -21.8% | -22.9% |
| 5Y | -35.2% | +16.3% | -51.5% | -45.1% |
| 10Y | +123.9% | +214.9% | -91.0% | +5.9% |
| All | +290.7% | +596.1% | -305.4% | +38.8% |
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