+302.1%
WDAY vs ROST
+748.4%
-446.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.0% | -5.2% |
| 7D | -4.4% | +0.9% | -5.3% | -4.7% |
| 30D | +14.7% | -8.9% | +23.6% | +18.7% |
| 3M | +32.4% | -0.8% | +33.2% | +32.4% |
| 6M | +36.9% | +8.5% | +28.4% | +31.5% |
| YTD | -8.8% | +28.6% | -37.4% | -18.4% |
| 1Y | -15.3% | +52.3% | -67.6% | -29.3% |
| 3Y | -21.2% | +94.8% | -116.1% | -41.1% |
| 5Y | -29.5% | +110.8% | -140.3% | -50.4% |
| 10Y | +120.0% | +304.5% | -184.5% | +18.0% |
| All | +302.1% | +748.4% | -446.3% | +68.0% |
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