-15.8%
WDAY vs ROST
+98.9%
-114.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.1% |
| 7D | -4.8% | +0.9% | -5.6% | -5.0% |
| 30D | +2.5% | +5.1% | -2.6% | +1.1% |
| 3M | +8.8% | -4.3% | +13.0% | +9.7% |
| 6M | +60.7% | +9.4% | +51.3% | +56.5% |
| YTD | -11.2% | +32.5% | -43.7% | -19.2% |
| 1Y | -15.6% | +46.9% | -62.5% | -26.1% |
| All | -15.8% | +98.9% | -114.7% | -25.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling