-13.5%
WDAY vs XLB
+29.8%
-43.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.5% | -0.5% | +2.4% |
| 7D | -1.2% | +3.9% | -5.2% | -0.6% |
| 30D | +6.8% | +8.9% | -2.1% | +8.4% |
| 3M | +17.8% | +4.1% | +13.7% | +18.4% |
| 6M | +57.8% | +7.3% | +50.5% | +60.5% |
| YTD | -6.0% | +20.4% | -26.4% | -8.3% |
| 1Y | -13.5% | +29.5% | -43.1% | -19.4% |
| All | -13.5% | +29.8% | -43.4% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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