-33.5%
WDAY vs XME
+108.0%
-141.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.6% | +4.6% | +3.4% |
| 7D | +1.8% | +0.3% | +1.5% | +1.7% |
| 30D | +4.1% | -6.1% | +10.2% | +5.3% |
| 3M | -4.8% | -18.6% | +13.8% | -0.6% |
| 6M | +68.6% | -23.9% | +92.5% | +78.3% |
| YTD | -8.5% | -9.3% | +0.8% | -10.9% |
| 1Y | -12.1% | +1.8% | -13.9% | -18.4% |
| 3Y | -13.2% | +93.0% | -106.2% | -42.1% |
| All | -33.5% | +108.0% | -141.5% | -57.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling