+303.5%
WDAY vs XEL
+363.5%
-60.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.1% | +2.9% | +3.0% |
| 7D | +1.8% | +2.4% | -0.6% | +1.3% |
| 30D | +4.1% | +8.3% | -4.2% | +2.2% |
| 3M | -4.8% | +4.2% | -9.0% | -5.8% |
| 6M | +68.6% | +3.7% | +64.9% | +66.6% |
| YTD | -8.5% | +13.1% | -21.6% | -12.1% |
| 1Y | -12.1% | +5.0% | -17.1% | -13.9% |
| 3Y | -13.2% | +55.0% | -68.1% | -25.0% |
| 5Y | -33.7% | +51.8% | -85.5% | -42.7% |
| 10Y | +137.4% | +185.6% | -48.2% | +86.0% |
| All | +303.5% | +363.5% | -60.0% | +184.2% |
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