+287.9%
WDAY vs XOP
0.0%
+288.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.9% |
| 7D | -4.6% | -8.4% | +3.8% | -2.6% |
| 30D | +1.2% | -8.4% | +9.6% | +3.2% |
| 3M | +2.6% | +0.2% | +2.4% | +2.1% |
| 6M | +47.8% | +7.2% | +40.5% | +44.2% |
| YTD | -12.1% | +40.8% | -52.9% | -20.3% |
| 1Y | -17.1% | +36.3% | -53.4% | -24.3% |
| 3Y | -17.9% | +37.2% | -55.1% | -26.3% |
| 5Y | -35.1% | +86.6% | -121.7% | -47.5% |
| 10Y | +130.1% | +44.0% | +86.1% | +77.4% |
| All | +287.9% | 0.0% | +288.0% | +242.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling