+302.1%
WDAY vs XEL
+326.6%
-24.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.8% | -4.6% | -5.2% |
| 7D | -4.4% | -1.0% | -3.4% | -4.1% |
| 30D | +14.7% | -1.9% | +16.7% | +15.2% |
| 3M | +32.4% | -1.9% | +34.3% | +32.8% |
| 6M | +36.9% | -7.4% | +44.3% | +38.7% |
| YTD | -8.8% | +4.1% | -12.9% | -10.7% |
| 1Y | -15.3% | +8.0% | -23.3% | -18.1% |
| 3Y | -21.2% | +48.4% | -69.6% | -31.5% |
| 5Y | -29.5% | +27.2% | -56.7% | -36.1% |
| 10Y | +120.0% | +146.8% | -26.8% | +77.1% |
| All | +302.1% | +326.6% | -24.5% | +188.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling