+119.3%
WDAY vs XLP
+101.7%
+17.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.8% | -4.6% | -4.8% |
| 7D | -4.4% | -1.0% | -3.3% | -3.6% |
| 30D | +14.7% | -0.9% | +15.6% | +15.7% |
| 3M | +32.4% | +3.8% | +28.6% | +29.8% |
| 6M | +36.9% | -1.7% | +38.6% | +38.7% |
| YTD | -8.8% | +10.3% | -19.1% | -15.8% |
| 1Y | -15.3% | +7.8% | -23.1% | -20.6% |
| 3Y | -21.2% | +27.2% | -48.4% | -36.2% |
| 5Y | -29.5% | +32.5% | -62.0% | -44.4% |
| All | +119.3% | +101.7% | +17.6% | +28.0% |
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