+113.3%
WDAY vs XLB
+158.8%
-45.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +0.9% | +0.7% |
| 7D | -7.4% | -2.9% | -4.4% | -5.3% |
| 30D | +1.0% | -3.4% | +4.4% | +3.6% |
| 3M | +32.7% | +1.6% | +31.1% | +30.8% |
| 6M | +25.6% | +3.6% | +21.9% | +20.4% |
| YTD | -13.4% | +14.2% | -27.6% | -23.8% |
| 1Y | -19.4% | +15.6% | -35.0% | -29.9% |
| 3Y | -25.8% | +33.1% | -58.9% | -43.2% |
| 5Y | -31.1% | +35.0% | -66.1% | -47.6% |
| 10Y | +113.3% | +164.5% | -51.2% | -12.6% |
| All | +113.3% | +158.8% | -45.4% | -12.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling