-30.8%
WDAY vs XEL
+27.8%
-58.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.4% |
| 7D | -10.5% | -1.2% | -9.3% | -10.4% |
| 30D | +2.1% | -2.9% | +5.0% | +2.4% |
| 3M | +34.6% | -2.7% | +37.4% | +35.0% |
| 6M | +29.9% | -6.5% | +36.4% | +30.6% |
| YTD | -13.8% | +3.6% | -17.5% | -15.3% |
| 1Y | -18.3% | +7.5% | -25.8% | -20.5% |
| 3Y | -26.2% | +46.3% | -72.5% | -34.8% |
| 5Y | -30.8% | +30.5% | -61.4% | -36.1% |
| All | -30.8% | +27.8% | -58.6% | -36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling