+144.0%
WDAY vs XHB
+237.3%
-93.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.7% | +2.3% | +2.6% |
| 7D | +1.8% | -0.2% | +2.1% | +1.9% |
| 30D | +4.1% | +9.9% | -5.9% | -1.5% |
| 3M | -4.8% | -6.3% | +1.4% | -1.9% |
| 6M | +68.6% | +3.8% | +64.8% | +61.9% |
| YTD | -8.5% | +0.1% | -8.7% | -12.3% |
| 1Y | -12.1% | -0.8% | -11.3% | -15.4% |
| 3Y | -13.2% | +35.6% | -48.8% | -35.8% |
| 5Y | -33.7% | +29.6% | -63.3% | -50.6% |
| All | +144.0% | +237.3% | -93.3% | -12.3% |
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