+113.6%
WDAY vs ROP
+135.3%
-21.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.9% | -2.0% | -2.7% |
| 7D | -6.1% | -5.4% | -0.7% | -2.0% |
| 30D | +3.7% | -1.6% | +5.3% | +5.3% |
| 3M | +29.6% | +18.8% | +10.7% | +15.1% |
| 6M | +23.3% | +8.2% | +15.1% | +17.8% |
| YTD | -13.3% | -10.5% | -2.8% | -5.7% |
| 1Y | -19.6% | -23.7% | +4.1% | -2.4% |
| 3Y | -25.7% | -17.9% | -7.8% | -14.9% |
| 5Y | -31.6% | -15.3% | -16.2% | -23.6% |
| All | +113.6% | +135.3% | -21.7% | +21.1% |
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