+292.6%
WDAY vs XRT
+258.3%
+34.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -5.3% | -1.4% | -3.9% | -4.5% |
| 30D | +1.5% | +9.8% | -8.2% | -4.4% |
| 3M | +5.5% | +3.3% | +2.2% | +3.1% |
| 6M | +57.4% | +13.6% | +43.8% | +45.0% |
| YTD | -11.0% | +9.1% | -20.1% | -16.1% |
| 1Y | -15.8% | +15.1% | -30.8% | -23.3% |
| 3Y | -16.9% | +59.9% | -76.8% | -40.0% |
| 5Y | -35.3% | -1.7% | -33.5% | -37.8% |
| 10Y | +131.0% | +141.1% | -10.1% | +4.5% |
| All | +292.6% | +258.3% | +34.3% | +40.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling