-17.9%
WDAY vs XYL
-20.8%
+3.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | -0.1% |
| 7D | -7.4% | +0.8% | -8.2% | -7.4% |
| 30D | +1.0% | -10.8% | +11.9% | +1.5% |
| 3M | +32.7% | -2.5% | +35.2% | +35.0% |
| 6M | +25.6% | -12.2% | +37.8% | +26.4% |
| YTD | -13.4% | -20.1% | +6.7% | -10.9% |
| All | -17.9% | -20.8% | +3.0% | -15.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling