-26.4%
WDAY vs XLY
+35.2%
-61.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.2% |
| 7D | -5.2% | -1.7% | -3.5% | -4.1% |
| 30D | +5.9% | -4.2% | +10.1% | +8.9% |
| 3M | +42.3% | -2.7% | +44.9% | +45.0% |
| 6M | +34.7% | -0.6% | +35.4% | +34.6% |
| YTD | -13.5% | -5.0% | -8.5% | -10.9% |
| 1Y | -18.1% | -4.1% | -14.0% | -16.3% |
| 3Y | -26.4% | +33.6% | -60.0% | -40.2% |
| All | -26.4% | +35.2% | -61.6% | -40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling