+112.2%
WDAY vs XOP
+58.6%
+53.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -5.2% | +2.6% | -7.8% | -5.7% |
| 30D | +5.9% | +9.6% | -3.7% | +3.8% |
| 3M | +42.3% | +20.4% | +21.9% | +36.0% |
| 6M | +34.7% | +19.9% | +14.8% | +28.8% |
| YTD | -13.5% | +56.4% | -69.9% | -22.4% |
| 1Y | -18.1% | +52.4% | -70.5% | -26.2% |
| 3Y | -26.4% | +39.9% | -66.3% | -33.3% |
| 5Y | -30.6% | +163.7% | -194.3% | -46.5% |
| All | +112.2% | +58.6% | +53.6% | +63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 XOP 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