+302.1%
WDAY vs XRT
+239.0%
+63.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.0% | -6.4% | -6.0% |
| 7D | -4.4% | +0.8% | -5.2% | -4.9% |
| 30D | +14.7% | -4.2% | +18.9% | +17.9% |
| 3M | +32.4% | +5.1% | +27.3% | +28.7% |
| 6M | +36.9% | +2.4% | +34.5% | +34.4% |
| YTD | -8.8% | +3.2% | -12.0% | -10.8% |
| 1Y | -15.3% | +1.5% | -16.8% | -16.5% |
| 3Y | -21.2% | +40.6% | -61.8% | -38.2% |
| 5Y | -29.5% | -1.0% | -28.5% | -32.6% |
| 10Y | +120.0% | +128.4% | -8.4% | +3.1% |
| All | +302.1% | +239.0% | +63.1% | +49.4% |
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 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