+111.5%
WDAY vs XYZ
+609.1%
-497.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -10.5% | -5.2% | -5.4% | -8.8% |
| 30D | +2.1% | 0.0% | +2.1% | +2.3% |
| 3M | +34.6% | +18.7% | +16.0% | +26.7% |
| 6M | +29.9% | +20.5% | +9.4% | +21.1% |
| YTD | -13.8% | +21.5% | -35.3% | -20.7% |
| 1Y | -18.3% | +7.2% | -25.5% | -22.1% |
| 3Y | -26.2% | +49.0% | -75.1% | -43.6% |
| 5Y | -30.8% | -68.1% | +37.3% | -14.3% |
| All | +111.5% | +609.1% | -497.6% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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