+314.5%
WDAY vs XLP
+271.9%
+42.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.4% | -1.4% | -0.5% |
| 7D | -1.2% | +5.9% | -7.1% | -5.5% |
| 30D | +6.8% | +13.5% | -6.6% | -3.0% |
| 3M | +17.8% | +8.4% | +9.4% | +11.0% |
| 6M | +57.8% | +11.5% | +46.3% | +45.9% |
| YTD | -6.0% | +20.6% | -26.7% | -19.2% |
| 1Y | -13.5% | +24.3% | -37.9% | -27.4% |
| 3Y | -7.6% | +45.1% | -52.6% | -32.6% |
| 5Y | -30.5% | +44.6% | -75.1% | -48.9% |
| 10Y | +143.9% | +133.1% | +10.8% | +22.4% |
| All | +314.5% | +271.9% | +42.6% | +67.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling