-18.3%
WDAY vs ROST
+53.4%
-71.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -10.5% | -2.5% | -8.1% | -10.4% |
| 30D | +2.1% | -10.3% | +12.4% | +3.0% |
| 3M | +34.6% | -2.6% | +37.2% | +35.3% |
| 6M | +29.9% | +6.5% | +23.4% | +29.8% |
| YTD | -13.8% | +25.9% | -39.7% | -16.5% |
| 1Y | -18.3% | +52.3% | -70.6% | -25.4% |
| All | -18.3% | +53.4% | -71.7% | -25.4% |
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