-12.1%
WDAY vs ROP
+6.9%
-19.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.4% | +2.6% | +2.6% |
| 7D | +1.8% | +0.7% | +1.1% | +1.2% |
| 30D | +4.1% | +28.8% | -24.7% | -19.2% |
| 3M | -4.8% | +21.1% | -25.9% | -21.0% |
| 6M | +68.6% | +52.5% | +16.1% | +13.6% |
| YTD | -8.5% | +8.9% | -17.4% | -20.9% |
| 1Y | -12.1% | +8.2% | -20.3% | -23.4% |
| All | -12.1% | +6.9% | -19.0% | -23.4% |
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