+112.2%
WDAY vs QXO
+34.5%
+77.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.3% |
| 7D | -5.2% | -7.8% | +2.6% | -5.1% |
| 30D | +5.9% | -18.1% | +24.0% | +6.2% |
| 3M | +42.3% | -25.8% | +68.0% | +42.7% |
| 6M | +34.7% | -41.7% | +76.4% | +35.3% |
| YTD | -13.5% | -36.2% | +22.6% | -13.3% |
| 1Y | -18.1% | -42.1% | +24.0% | -17.8% |
| 3Y | -26.4% | -46.2% | +19.8% | -29.7% |
| 5Y | -30.6% | -70.7% | +40.1% | -33.7% |
| All | +112.2% | +34.5% | +77.7% | +102.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QXO.
Daily Out/Under-Performance
Portfolio return minus QXO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QXO 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 QXO 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