-13.5%
WDAY vs XHB
+5.8%
-19.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.4% | -3.5% | +2.3% |
| 7D | -1.2% | +9.7% | -11.0% | -0.6% |
| 30D | +6.8% | +11.7% | -4.8% | +7.5% |
| 3M | +17.8% | -1.4% | +19.2% | +16.7% |
| 6M | +57.8% | +6.8% | +51.0% | +59.3% |
| YTD | -6.0% | +5.5% | -11.5% | -5.7% |
| 1Y | -13.5% | +5.1% | -18.7% | -13.9% |
| All | -13.5% | +5.8% | -19.3% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 1y: compounded portfolio wealth divided by compounded XHB 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…
1y analysis · Full analysis span regression · 6 months rolling