-35.2%
WDAY vs ROP
-0.2%
-35.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -0.5% |
| 7D | -4.0% | -1.6% | -2.3% | -2.6% |
| 30D | +1.9% | +29.5% | -27.6% | -19.5% |
| 3M | +5.9% | +17.5% | -11.7% | -8.6% |
| 6M | +48.8% | +38.1% | +10.7% | +12.4% |
| YTD | -11.4% | +7.0% | -18.4% | -17.7% |
| 1Y | -15.5% | +6.5% | -22.0% | -21.2% |
| 3Y | -15.6% | -5.5% | -10.1% | -15.2% |
| 5Y | -35.2% | -0.4% | -34.8% | -42.4% |
| All | -35.2% | -0.2% | -35.0% | -42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling