-31.6%
WDAY vs XLC
+37.3%
-68.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.4% | -4.4% |
| 7D | -6.1% | +0.6% | -6.7% | -6.5% |
| 30D | +3.7% | +0.2% | +3.5% | +3.9% |
| 3M | +29.6% | +0.6% | +28.9% | +29.9% |
| 6M | +23.3% | -4.5% | +27.8% | +29.3% |
| YTD | -13.3% | -4.7% | -8.6% | -9.1% |
| 1Y | -19.6% | -1.7% | -18.0% | -18.3% |
| 3Y | -25.7% | +72.3% | -97.9% | -57.3% |
| 5Y | -31.6% | +37.8% | -69.3% | -53.8% |
| All | -31.6% | +37.3% | -68.9% | -53.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling