-19.4%
WDAY vs XLC
-2.2%
-17.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.6% |
| 7D | -7.4% | -1.4% | -6.0% | -5.8% |
| 30D | +1.0% | -0.9% | +1.9% | +2.3% |
| 3M | +32.7% | -0.3% | +33.0% | +32.6% |
| 6M | +25.6% | -5.2% | +30.8% | +28.4% |
| YTD | -13.4% | -5.3% | -8.1% | -10.8% |
| 1Y | -19.4% | -2.8% | -16.6% | -20.0% |
| All | -19.4% | -2.2% | -17.1% | -20.0% |
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