-26.2%
WDAY vs XEL
+47.8%
-74.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | -0.2% |
| 7D | -7.4% | +0.9% | -8.3% | -7.3% |
| 30D | +1.0% | -0.9% | +1.9% | +1.0% |
| 3M | +32.7% | -1.4% | +34.1% | +32.6% |
| 6M | +25.6% | -5.8% | +31.4% | +25.4% |
| YTD | -13.4% | +4.7% | -18.1% | -13.9% |
| 1Y | -19.4% | +9.1% | -28.4% | -20.1% |
| All | -26.2% | +47.8% | -74.1% | -29.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling