+130.1%
WDAY vs XLP
+129.0%
+1.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.8% | -0.8% |
| 7D | -4.6% | +2.3% | -6.9% | -6.2% |
| 30D | +1.2% | +9.1% | -7.9% | -5.1% |
| 3M | +2.6% | +7.9% | -5.3% | -2.9% |
| 6M | +47.8% | +9.6% | +38.2% | +38.7% |
| YTD | -12.1% | +19.4% | -31.5% | -23.4% |
| 1Y | -17.1% | +22.4% | -39.5% | -29.3% |
| 3Y | -17.9% | +43.2% | -61.1% | -39.2% |
| 5Y | -35.1% | +42.6% | -77.7% | -51.4% |
| 10Y | +130.1% | +135.4% | -5.3% | +30.3% |
| All | +130.1% | +129.0% | +1.1% | +30.3% |
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