-31.1%
WDAY vs XPO
+262.4%
-293.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +2.9% | +0.6% |
| 7D | -7.4% | -0.9% | -6.4% | -7.3% |
| 30D | +1.0% | -8.1% | +9.1% | +2.8% |
| 3M | +32.7% | -19.0% | +51.7% | +38.8% |
| 6M | +25.6% | -5.2% | +30.8% | +25.2% |
| YTD | -13.4% | +35.6% | -48.9% | -22.8% |
| 1Y | -19.4% | +41.1% | -60.5% | -29.5% |
| 3Y | -25.8% | +157.9% | -183.7% | -49.7% |
| 5Y | -31.1% | +265.6% | -296.7% | -63.4% |
| All | -31.1% | +262.4% | -293.5% | -63.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling