+303.5%
WDAY vs XME
+152.4%
+151.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.6% | +4.6% | +3.5% |
| 7D | +1.8% | +0.3% | +1.5% | +1.6% |
| 30D | +4.1% | -6.1% | +10.2% | +5.7% |
| 3M | -4.8% | -18.6% | +13.8% | +0.8% |
| 6M | +68.6% | -23.9% | +92.5% | +80.2% |
| YTD | -8.5% | -9.3% | +0.8% | -10.0% |
| 1Y | -12.1% | +1.8% | -13.9% | -17.3% |
| 3Y | -13.2% | +93.0% | -106.2% | -38.1% |
| 5Y | -33.7% | +107.0% | -140.7% | -54.7% |
| 10Y | +137.4% | +266.9% | -129.5% | +19.4% |
| All | +303.5% | +152.4% | +151.1% | +121.5% |
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