-31.6%
WDAY vs XLB
+35.6%
-67.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.0% | -3.9% | -4.2% |
| 7D | -6.1% | -0.2% | -5.8% | -5.9% |
| 30D | +3.7% | -1.7% | +5.4% | +5.0% |
| 3M | +29.6% | +4.4% | +25.2% | +25.4% |
| 6M | +23.3% | +5.0% | +18.3% | +17.1% |
| YTD | -13.3% | +15.5% | -28.7% | -24.8% |
| 1Y | -19.6% | +14.9% | -34.6% | -30.2% |
| 3Y | -25.7% | +34.5% | -60.2% | -45.3% |
| 5Y | -31.6% | +36.5% | -68.1% | -50.6% |
| All | -31.6% | +35.6% | -67.2% | -50.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling