+123.9%
WDAY vs XLP
+130.4%
-6.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -2.0% |
| 7D | -4.0% | +0.1% | -4.1% | -4.1% |
| 30D | +1.9% | +8.9% | -7.0% | -4.4% |
| 3M | +5.9% | +7.5% | -1.6% | +0.5% |
| 6M | +48.8% | +9.4% | +39.4% | +39.8% |
| YTD | -11.4% | +19.3% | -30.7% | -22.8% |
| 1Y | -15.5% | +21.7% | -37.3% | -27.6% |
| 3Y | -15.6% | +44.0% | -59.6% | -37.8% |
| 5Y | -35.2% | +42.8% | -78.0% | -51.6% |
| 10Y | +123.9% | +128.8% | -4.9% | +21.3% |
| All | +123.9% | +130.4% | -6.5% | +21.3% |
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