+302.1%
WDAY vs XPO
+4,576.1%
-4,274.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +4.5% | -9.9% | -6.5% |
| 7D | -4.4% | +2.4% | -6.8% | -5.1% |
| 30D | +14.7% | -3.5% | +18.3% | +15.5% |
| 3M | +32.4% | -11.9% | +44.3% | +35.7% |
| 6M | +36.9% | -10.0% | +46.8% | +38.2% |
| YTD | -8.8% | +42.1% | -50.9% | -19.3% |
| 1Y | -15.3% | +47.6% | -62.9% | -26.3% |
| 3Y | -21.2% | +153.6% | -174.8% | -43.9% |
| 5Y | -29.5% | +266.5% | -296.0% | -57.0% |
| 10Y | +120.0% | +1,460.4% | -1,340.4% | -14.8% |
| All | +302.1% | +4,576.1% | -4,274.0% | +24.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling