-13.5%
WDAY vs XLY
+3.2%
-16.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.3% | -2.3% | -0.2% |
| 7D | -1.2% | +6.1% | -7.3% | -4.3% |
| 30D | +6.8% | +10.8% | -4.0% | +1.1% |
| 3M | +17.8% | +3.6% | +14.2% | +15.6% |
| 6M | +57.8% | +4.4% | +53.5% | +52.7% |
| YTD | -6.0% | +3.1% | -9.1% | -5.3% |
| 1Y | -13.5% | +3.6% | -17.1% | -13.4% |
| All | -13.5% | +3.2% | -16.7% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 1y: compounded portfolio wealth divided by compounded XLY 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…
1y analysis · Full analysis span regression · 6 months rolling