+302.1%
WDAY vs ROP
+302.4%
-0.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.6% | -1.8% | -2.8% |
| 7D | -4.4% | -4.4% | +0.1% | -1.1% |
| 30D | +14.7% | +3.2% | +11.5% | +12.4% |
| 3M | +32.4% | +23.1% | +9.3% | +15.1% |
| 6M | +36.9% | +13.3% | +23.6% | +26.8% |
| YTD | -8.8% | -7.9% | -1.0% | -3.2% |
| 1Y | -15.3% | -22.1% | +6.8% | +0.7% |
| 3Y | -21.2% | -16.8% | -4.4% | -10.9% |
| 5Y | -29.5% | -13.5% | -16.0% | -22.5% |
| 10Y | +120.0% | +137.7% | -17.7% | +24.5% |
| All | +302.1% | +302.4% | -0.3% | +94.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling