+302.1%
WDAY vs XME
+219.2%
+82.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.2% | -5.6% | -5.4% |
| 7D | -4.4% | -0.1% | -4.3% | -4.4% |
| 30D | +14.7% | +6.0% | +8.8% | +12.3% |
| 3M | +32.4% | -7.7% | +40.1% | +34.6% |
| 6M | +36.9% | +1.0% | +35.9% | +33.1% |
| YTD | -8.8% | +14.6% | -23.5% | -16.2% |
| 1Y | -15.3% | +46.0% | -61.2% | -29.6% |
| 3Y | -21.2% | +127.0% | -148.2% | -46.1% |
| 5Y | -29.5% | +175.8% | -205.3% | -56.0% |
| 10Y | +120.0% | +414.6% | -294.6% | -0.5% |
| All | +302.1% | +219.2% | +82.9% | +106.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling