-31.0%
WDAY vs XOP
+164.1%
-195.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.1% |
| 3M | +29.6% | +15.7% | +13.9% | +24.9% |
| 6M | +23.3% | +19.2% | +4.1% | +17.9% |
| YTD | -13.3% | +55.0% | -68.2% | -22.3% |
| 1Y | -19.6% | +54.2% | -73.8% | -28.1% |
| 3Y | -25.7% | +35.9% | -61.5% | -32.8% |
| All | -31.0% | +164.1% | -195.1% | -42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling