+303.5%
WDAY vs ROST
+753.7%
-450.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.3% | +5.4% | +3.9% |
| 7D | +1.8% | +0.3% | +1.6% | +1.7% |
| 30D | +4.1% | +0.5% | +3.6% | +3.6% |
| 3M | -4.8% | -5.2% | +0.4% | -3.2% |
| 6M | +68.6% | +9.8% | +58.8% | +61.5% |
| YTD | -8.5% | +29.4% | -37.9% | -18.5% |
| 1Y | -12.1% | +44.4% | -56.5% | -25.1% |
| 3Y | -13.2% | +95.0% | -108.2% | -35.2% |
| 5Y | -33.7% | +111.9% | -145.6% | -53.5% |
| 10Y | +137.4% | +301.2% | -163.8% | +27.3% |
| All | +303.5% | +753.7% | -450.2% | +67.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling