-31.0%
WDAY vs XYL
-14.5%
-16.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.0% | -7.8% | -6.3% |
| 7D | -6.1% | +1.8% | -7.9% | -6.9% |
| 30D | +3.7% | -9.2% | +12.9% | +8.4% |
| 3M | +29.6% | -0.3% | +29.8% | +29.4% |
| 6M | +23.3% | -11.0% | +34.3% | +28.8% |
| YTD | -13.3% | -19.2% | +5.9% | -5.2% |
| 1Y | -19.6% | -21.2% | +1.6% | -11.2% |
| 3Y | -25.7% | +18.6% | -44.3% | -38.5% |
| All | -31.0% | -14.5% | -16.5% | -35.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling