+282.6%
WDAY vs XLU
+271.7%
+10.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.9% | -5.7% | -5.2% |
| 7D | -6.1% | +2.1% | -8.2% | -6.8% |
| 30D | +3.7% | -0.4% | +4.1% | +3.8% |
| 3M | +29.6% | +0.5% | +29.1% | +29.0% |
| 6M | +23.3% | -5.8% | +29.1% | +25.0% |
| YTD | -13.3% | +3.1% | -16.4% | -15.5% |
| 1Y | -19.6% | +8.1% | -27.8% | -23.4% |
| 3Y | -25.7% | +50.5% | -76.2% | -39.4% |
| 5Y | -31.6% | +44.7% | -76.3% | -43.3% |
| 10Y | +109.9% | +136.8% | -26.9% | +47.6% |
| All | +282.6% | +271.7% | +10.9% | +138.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling