+111.5%
WDAY vs XYL
+149.5%
-38.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | 0.0% |
| 7D | -10.5% | -1.2% | -9.3% | -10.1% |
| 30D | +2.1% | -13.2% | +15.3% | +8.9% |
| 3M | +34.6% | -0.2% | +34.8% | +34.4% |
| 6M | +29.9% | -12.5% | +42.4% | +36.6% |
| YTD | -13.8% | -20.9% | +7.1% | -5.2% |
| 1Y | -18.3% | -21.6% | +3.3% | -10.0% |
| 3Y | -26.2% | +16.1% | -42.3% | -35.2% |
| 5Y | -30.8% | -15.6% | -15.2% | -30.5% |
| All | +111.5% | +149.5% | -38.0% | +23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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