-13.5%
WDAY vs ROST
+54.7%
-68.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.1% | -4.1% | +1.4% |
| 7D | -1.2% | +7.8% | -9.0% | -2.0% |
| 30D | +6.8% | +8.6% | -1.7% | +5.9% |
| 3M | +17.8% | -1.9% | +19.8% | +17.6% |
| 6M | +57.8% | +9.1% | +48.7% | +56.2% |
| YTD | -6.0% | +37.2% | -43.3% | -9.5% |
| 1Y | -13.5% | +52.7% | -66.3% | -21.5% |
| All | -13.5% | +54.7% | -68.2% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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