+291.5%
WDAY vs XHB
+356.7%
-65.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.5% | +0.7% |
| 7D | -4.8% | -2.4% | -2.3% | -3.5% |
| 30D | +2.5% | +7.1% | -4.6% | -2.0% |
| 3M | +8.8% | -6.0% | +14.7% | +12.2% |
| 6M | +60.7% | +2.1% | +58.7% | +55.4% |
| YTD | -11.2% | -0.6% | -10.6% | -14.8% |
| 1Y | -15.6% | -3.3% | -12.3% | -17.8% |
| 3Y | -17.1% | +34.1% | -51.2% | -39.1% |
| 5Y | -35.7% | +28.6% | -64.3% | -52.2% |
| 10Y | +130.4% | +235.0% | -104.6% | -19.6% |
| All | +291.5% | +356.7% | -65.2% | +14.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling