+112.2%
WDAY vs XLU
+140.5%
-28.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | -5.2% | -1.6% | -3.6% | -4.6% |
| 30D | +5.9% | -3.3% | +9.2% | +7.2% |
| 3M | +42.3% | -3.2% | +45.4% | +43.6% |
| 6M | +34.7% | -7.0% | +41.7% | +37.2% |
| YTD | -13.5% | +0.6% | -14.2% | -15.3% |
| 1Y | -18.1% | +2.4% | -20.5% | -20.5% |
| 3Y | -26.4% | +46.3% | -72.6% | -40.8% |
| 5Y | -30.6% | +44.0% | -74.6% | -43.9% |
| All | +112.2% | +140.5% | -28.3% | +43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 XLU 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