-13.5%
WDAY vs ROP
+10.4%
-24.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.9% | -2.0% | -1.6% |
| 7D | -1.2% | +11.7% | -12.9% | -11.1% |
| 30D | +6.8% | +35.5% | -28.6% | -20.7% |
| 3M | +17.8% | +25.6% | -7.8% | -5.2% |
| 6M | +57.8% | +39.3% | +18.6% | +14.6% |
| YTD | -6.0% | +11.6% | -17.7% | -22.5% |
| 1Y | -13.5% | +10.6% | -24.2% | -28.2% |
| All | -13.5% | +10.4% | -24.0% | -28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 1y: compounded portfolio wealth divided by compounded ROP 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…
1y analysis · Full analysis span regression · 6 months rolling