+144.0%
WDAY vs ROP
+185.2%
-41.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.4% | +2.6% | +2.7% |
| 7D | +1.8% | +0.7% | +1.1% | +1.3% |
| 30D | +4.1% | +28.8% | -24.7% | -14.3% |
| 3M | -4.8% | +21.1% | -25.9% | -17.9% |
| 6M | +68.6% | +52.5% | +16.1% | +24.1% |
| YTD | -8.5% | +8.9% | -17.4% | -14.6% |
| 1Y | -12.1% | +8.2% | -20.3% | -17.6% |
| 3Y | -13.2% | -5.2% | -8.0% | -11.5% |
| 5Y | -33.7% | +1.7% | -35.5% | -36.0% |
| All | +144.0% | +185.2% | -41.2% | +18.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling