+302.1%
WDAY vs XYL
+417.0%
-114.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.0% | -3.3% | -4.4% |
| 7D | -4.4% | -5.0% | +0.7% | -1.9% |
| 30D | +14.7% | -13.2% | +28.0% | +22.8% |
| 3M | +32.4% | -3.7% | +36.1% | +34.5% |
| 6M | +36.9% | -17.7% | +54.6% | +48.6% |
| YTD | -8.8% | -21.5% | +12.7% | +0.9% |
| 1Y | -15.3% | -24.5% | +9.2% | -4.6% |
| 3Y | -21.2% | +6.9% | -28.1% | -27.7% |
| 5Y | -29.5% | -18.1% | -11.4% | -27.4% |
| 10Y | +120.0% | +134.7% | -14.7% | +25.4% |
| All | +302.1% | +417.0% | -114.8% | +73.8% |
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