-35.2%
WDAY vs XLC
+38.9%
-74.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.5% | -3.8% | -3.7% |
| 7D | -4.0% | +7.1% | -11.1% | -10.2% |
| 30D | +1.9% | -2.7% | +4.7% | +4.5% |
| 3M | +5.9% | -3.2% | +9.1% | +9.3% |
| 6M | +48.8% | -7.7% | +56.4% | +60.9% |
| YTD | -11.4% | -8.0% | -3.5% | -4.4% |
| 1Y | -15.5% | -3.1% | -12.5% | -13.3% |
| 3Y | -15.6% | +64.9% | -80.5% | -49.7% |
| 5Y | -35.2% | +39.5% | -74.7% | -55.6% |
| All | -35.2% | +38.9% | -74.1% | -55.6% |
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 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