+144.0%
WDAY vs XLP
+139.1%
+4.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.4% | +1.6% | +2.0% |
| 7D | +1.8% | +2.5% | -0.7% | 0.0% |
| 30D | +4.1% | +7.3% | -3.2% | -1.2% |
| 3M | -4.8% | +8.1% | -12.9% | -10.1% |
| 6M | +68.6% | +10.5% | +58.1% | +57.4% |
| YTD | -8.5% | +21.2% | -29.7% | -21.2% |
| 1Y | -12.1% | +22.7% | -34.8% | -25.0% |
| 3Y | -13.2% | +44.8% | -58.0% | -36.2% |
| 5Y | -33.7% | +44.7% | -78.5% | -50.9% |
| All | +144.0% | +139.1% | +4.9% | +37.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling