+303.5%
WDAY vs XYL
+360.7%
-57.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.2% | +2.9% | +3.0% |
| 7D | +1.8% | -3.7% | +5.6% | +3.6% |
| 30D | +4.1% | -8.3% | +12.4% | +7.4% |
| 3M | -4.8% | -21.4% | +16.6% | +5.6% |
| 6M | +68.6% | -12.9% | +81.6% | +77.3% |
| YTD | -8.5% | -30.1% | +21.5% | +5.7% |
| 1Y | -12.1% | -35.2% | +23.1% | +5.5% |
| 3Y | -13.2% | -0.8% | -12.4% | -18.4% |
| 5Y | -33.7% | -23.2% | -10.5% | -30.4% |
| 10Y | +137.4% | +101.2% | +36.2% | +44.6% |
| All | +303.5% | +360.7% | -57.2% | +82.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling