-18.1%
WDAY vs XLY
-2.6%
-15.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.2% |
| 7D | -5.2% | -1.7% | -3.5% | -4.3% |
| 30D | +5.9% | -4.2% | +10.1% | +8.5% |
| 3M | +42.3% | -2.7% | +44.9% | +44.3% |
| 6M | +34.7% | -0.6% | +35.4% | +35.7% |
| YTD | -13.5% | -5.0% | -8.5% | -9.6% |
| 1Y | -18.1% | -4.1% | -14.0% | -16.1% |
| All | -18.1% | -2.6% | -15.5% | -16.1% |
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