+111.5%
WDAY vs ROST
+308.3%
-196.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | -10.5% | -2.5% | -8.1% | -9.7% |
| 30D | +2.1% | -10.3% | +12.4% | +6.3% |
| 3M | +34.6% | -2.6% | +37.2% | +35.6% |
| 6M | +29.9% | +6.5% | +23.4% | +25.6% |
| YTD | -13.8% | +25.9% | -39.7% | -22.5% |
| 1Y | -18.3% | +52.3% | -70.6% | -32.1% |
| 3Y | -26.2% | +94.6% | -120.7% | -45.3% |
| 5Y | -30.8% | +111.1% | -141.9% | -52.0% |
| All | +111.5% | +308.3% | -196.8% | +18.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling