-11.7%
WDAY vs XLP
+42.1%
-53.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.3% | -2.3% | -3.1% |
| 7D | -2.5% | +0.7% | -3.2% | -2.8% |
| 30D | +4.7% | +10.3% | -5.6% | +0.8% |
| 3M | +13.3% | +6.5% | +6.8% | +10.6% |
| 6M | +57.3% | +8.4% | +48.9% | +53.5% |
| YTD | -10.2% | +18.2% | -28.4% | -15.2% |
| 1Y | -14.1% | +22.4% | -36.5% | -20.1% |
| 3Y | -11.7% | +41.9% | -53.6% | -17.4% |
| All | -11.7% | +42.1% | -53.8% | -17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling