+136.8%
WDAY vs XRT
+135.4%
+1.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.6% | +0.8% |
| 7D | -4.8% | -0.4% | -4.3% | -4.6% |
| 30D | +2.5% | +7.5% | -5.0% | -1.9% |
| 3M | +8.8% | +2.3% | +6.4% | +7.1% |
| 6M | +60.7% | +12.8% | +47.9% | +49.6% |
| YTD | -11.2% | +7.1% | -18.3% | -15.0% |
| 1Y | -15.6% | +12.3% | -27.9% | -21.4% |
| 3Y | -17.1% | +57.0% | -74.1% | -37.8% |
| 5Y | -35.7% | -4.3% | -31.4% | -37.8% |
| All | +136.8% | +135.4% | +1.4% | +20.4% |
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