+111.5%
WDAY vs XHB
+210.4%
-98.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +0.8% |
| 7D | -10.5% | -5.2% | -5.3% | -7.9% |
| 30D | +2.1% | -12.1% | +14.2% | +9.7% |
| 3M | +34.6% | -6.2% | +40.9% | +38.3% |
| 6M | +29.9% | -6.7% | +36.6% | +31.5% |
| YTD | -13.8% | -5.5% | -8.4% | -14.3% |
| 1Y | -18.3% | -15.6% | -2.6% | -13.2% |
| 3Y | -26.2% | +22.0% | -48.1% | -41.5% |
| 5Y | -30.8% | +31.8% | -62.6% | -49.0% |
| All | +111.5% | +210.4% | -98.9% | -14.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling