+130.1%
WDAY vs ROP
+185.1%
-54.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -1.1% |
| 7D | -4.6% | +0.2% | -4.8% | -4.7% |
| 30D | +1.2% | +30.3% | -29.1% | -17.4% |
| 3M | +2.6% | +17.8% | -15.2% | -9.6% |
| 6M | +47.8% | +38.9% | +8.9% | +16.4% |
| YTD | -12.1% | +7.6% | -19.7% | -17.2% |
| 1Y | -17.1% | +6.5% | -23.6% | -21.5% |
| 3Y | -17.9% | -6.3% | -11.6% | -15.5% |
| 5Y | -35.1% | +0.9% | -36.0% | -36.9% |
| 10Y | +130.1% | +180.7% | -50.6% | +15.7% |
| All | +130.1% | +185.1% | -54.9% | +15.7% |
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