-15.6%
WDAY vs XLB
+44.4%
-60.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -2.1% |
| 7D | -4.0% | -1.4% | -2.6% | -3.5% |
| 30D | +1.9% | +7.1% | -5.2% | -0.9% |
| 3M | +5.9% | +0.6% | +5.3% | +5.5% |
| 6M | +48.8% | +3.5% | +45.3% | +46.4% |
| YTD | -11.4% | +18.2% | -29.7% | -20.9% |
| 1Y | -15.5% | +25.6% | -41.1% | -27.8% |
| 3Y | -15.6% | +46.7% | -62.3% | -38.2% |
| All | -15.6% | +44.4% | -60.1% | -38.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling