+144.0%
WDAY vs XOP
+53.9%
+90.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.9% | +2.1% | +2.8% |
| 7D | +1.8% | +6.3% | -4.5% | +0.5% |
| 30D | +4.1% | -6.6% | +10.7% | +5.4% |
| 3M | -4.8% | +3.6% | -8.4% | -5.9% |
| 6M | +68.6% | +10.8% | +57.9% | +63.9% |
| YTD | -8.5% | +48.3% | -56.8% | -17.1% |
| 1Y | -12.1% | +42.9% | -55.0% | -19.8% |
| 3Y | -13.2% | +43.3% | -56.5% | -21.9% |
| 5Y | -33.7% | +94.0% | -127.7% | -45.3% |
| All | +144.0% | +53.9% | +90.1% | +87.6% |
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