+144.0%
WDAY vs XPO
+1,266.4%
-1,122.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.2% | +0.8% | +2.5% |
| 7D | +1.8% | +9.0% | -7.1% | -0.5% |
| 30D | +4.1% | +4.2% | -0.1% | +2.8% |
| 3M | -4.8% | -8.7% | +3.8% | -3.1% |
| 6M | +68.6% | -2.8% | +71.4% | +67.9% |
| YTD | -8.5% | +41.9% | -50.4% | -19.7% |
| 1Y | -12.1% | +42.3% | -54.4% | -23.1% |
| 3Y | -13.2% | +127.3% | -140.5% | -37.2% |
| 5Y | -33.7% | +306.4% | -340.1% | -62.4% |
| All | +144.0% | +1,266.4% | -1,122.4% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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