+109.9%
WDAY vs XRT
+123.1%
-13.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.2% | -2.7% | -3.6% |
| 7D | -6.1% | -0.3% | -5.8% | -5.9% |
| 30D | +3.7% | -5.6% | +9.3% | +7.3% |
| 3M | +29.6% | +2.5% | +27.0% | +28.1% |
| 6M | +23.3% | +3.7% | +19.7% | +20.6% |
| YTD | -13.3% | +1.0% | -14.2% | -13.9% |
| 1Y | -19.6% | -1.2% | -18.4% | -19.4% |
| 3Y | -25.7% | +43.4% | -69.0% | -41.1% |
| 5Y | -31.6% | -0.7% | -30.8% | -34.8% |
| 10Y | +109.9% | +123.7% | -13.8% | +11.2% |
| All | +109.9% | +123.1% | -13.2% | +11.2% |
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