+51.6%
WDAY vs XLC
+137.2%
-85.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.1% | +2.0% | +2.0% |
| 7D | +1.8% | +3.7% | -1.9% | -1.9% |
| 30D | +4.1% | -1.9% | +6.0% | +5.9% |
| 3M | -4.8% | -3.1% | -1.7% | -2.0% |
| 6M | +68.6% | -6.4% | +75.0% | +80.8% |
| YTD | -8.5% | -6.8% | -1.7% | -2.0% |
| 1Y | -12.1% | -1.7% | -10.4% | -10.8% |
| 3Y | -13.2% | +64.7% | -77.9% | -49.5% |
| 5Y | -33.7% | +41.1% | -74.8% | -54.6% |
| All | +51.6% | +137.2% | -85.6% | -43.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling