-13.5%
WDAY vs XLP
+24.3%
-37.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.4% | -1.4% | +0.7% |
| 7D | -1.2% | +5.9% | -7.1% | -3.4% |
| 30D | +6.8% | +13.5% | -6.6% | +2.0% |
| 3M | +17.8% | +8.4% | +9.4% | +14.3% |
| 6M | +57.8% | +11.5% | +46.3% | +55.3% |
| YTD | -6.0% | +20.6% | -26.7% | -6.6% |
| 1Y | -13.5% | +24.3% | -37.9% | -14.7% |
| All | -13.5% | +24.3% | -37.8% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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