-19.4%
WDAY vs XRT
-2.7%
-16.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.9% |
| 7D | -7.4% | -2.4% | -5.0% | -6.0% |
| 30D | +1.0% | -6.9% | +8.0% | +5.4% |
| 3M | +32.7% | -0.4% | +33.1% | +35.1% |
| 6M | +25.6% | +2.2% | +23.4% | +26.3% |
| YTD | -13.4% | -0.7% | -12.7% | -10.8% |
| 1Y | -19.4% | -2.0% | -17.4% | -17.6% |
| All | -19.4% | -2.7% | -16.7% | -17.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling