+130.1%
WDAY vs XRT
+147.6%
-17.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | -4.6% | +4.1% | -8.7% | -6.9% |
| 30D | +1.2% | +9.9% | -8.7% | -4.3% |
| 3M | +2.6% | +2.3% | +0.3% | +1.1% |
| 6M | +47.8% | +9.6% | +38.2% | +40.0% |
| YTD | -12.1% | +9.1% | -21.2% | -16.7% |
| 1Y | -17.1% | +16.2% | -33.4% | -24.4% |
| 3Y | -17.9% | +60.1% | -77.9% | -39.0% |
| 5Y | -35.1% | -0.5% | -34.6% | -38.6% |
| 10Y | +130.1% | +145.1% | -15.0% | +14.7% |
| All | +130.1% | +147.6% | -17.4% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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