-25.7%
WDAY vs XOP
+36.7%
-62.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.7% | -6.5% | -5.2% |
| 7D | -6.1% | +0.6% | -6.7% | -6.2% |
| 30D | +3.7% | +16.5% | -12.8% | +0.3% |
| 3M | +29.6% | +15.7% | +13.9% | +25.0% |
| 6M | +23.3% | +19.2% | +4.1% | +18.1% |
| YTD | -13.3% | +55.0% | -68.2% | -22.1% |
| 1Y | -19.6% | +54.2% | -73.8% | -27.9% |
| 3Y | -25.7% | +35.9% | -61.5% | -34.7% |
| All | -25.7% | +36.7% | -62.4% | -34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling