+111.5%
WDAY vs XME
+426.6%
-315.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.7% | +3.2% | +0.7% |
| 7D | -10.5% | -3.0% | -7.5% | -9.7% |
| 30D | +2.1% | -2.6% | +4.7% | +2.6% |
| 3M | +34.6% | +2.2% | +32.5% | +32.2% |
| 6M | +29.9% | +0.7% | +29.2% | +26.5% |
| YTD | -13.8% | +10.9% | -24.7% | -20.2% |
| 1Y | -18.3% | +35.7% | -54.0% | -30.7% |
| 3Y | -26.2% | +127.1% | -153.3% | -50.6% |
| 5Y | -30.8% | +168.5% | -199.3% | -57.6% |
| All | +111.5% | +426.6% | -315.1% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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