+144.0%
WDAY vs XEL
+187.7%
-43.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.1% | +2.9% | +3.0% |
| 7D | +1.8% | +2.4% | -0.6% | +1.2% |
| 30D | +4.1% | +8.3% | -4.2% | +2.0% |
| 3M | -4.8% | +4.2% | -9.0% | -5.9% |
| 6M | +68.6% | +3.7% | +64.9% | +66.4% |
| YTD | -8.5% | +13.1% | -21.6% | -12.6% |
| 1Y | -12.1% | +5.0% | -17.1% | -14.1% |
| 3Y | -13.2% | +55.0% | -68.1% | -26.5% |
| 5Y | -33.7% | +51.8% | -85.5% | -44.0% |
| All | +144.0% | +187.7% | -43.7% | +90.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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