-31.1%
WDAY vs XYZ
-69.0%
+37.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.2% |
| 7D | -7.4% | -3.7% | -3.7% | -6.2% |
| 30D | +1.0% | +0.5% | +0.5% | +1.0% |
| 3M | +32.7% | +16.3% | +16.4% | +26.9% |
| 6M | +25.6% | +21.1% | +4.4% | +18.3% |
| YTD | -13.4% | +22.0% | -35.4% | -19.2% |
| 1Y | -19.4% | +5.2% | -24.5% | -21.9% |
| 3Y | -25.8% | +49.6% | -75.4% | -40.9% |
| 5Y | -31.1% | -68.4% | +37.3% | -16.5% |
| All | -31.1% | -69.0% | +37.9% | -16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling