-13.5%
WDAY vs XLC
-5.6%
-8.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.5% | -1.5% | -1.4% |
| 7D | -1.2% | +1.8% | -3.0% | -2.9% |
| 30D | +6.8% | -6.0% | +12.8% | +13.6% |
| 3M | +17.8% | -6.0% | +23.9% | +25.5% |
| 6M | +57.8% | -9.1% | +66.9% | +66.9% |
| YTD | -6.0% | -10.0% | +4.0% | +1.2% |
| 1Y | -13.5% | -5.8% | -7.7% | -12.6% |
| All | -13.5% | -5.6% | -8.0% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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