-31.1%
WDAY vs XHB
+34.8%
-65.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.6% |
| 7D | -7.4% | -1.9% | -5.5% | -6.5% |
| 30D | +1.0% | -8.3% | +9.3% | +5.3% |
| 3M | +32.7% | -7.1% | +39.8% | +36.5% |
| 6M | +25.6% | -5.3% | +30.8% | +26.2% |
| YTD | -13.4% | -3.2% | -10.2% | -14.8% |
| 1Y | -19.4% | -13.9% | -5.5% | -15.4% |
| 3Y | -25.8% | +24.9% | -50.7% | -43.8% |
| 5Y | -31.1% | +34.5% | -65.6% | -54.1% |
| All | -31.1% | +34.8% | -65.9% | -54.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling