+446.7%
XBI vs WDAY
+287.7%
+159.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.9% | +3.7% | +0.5% |
| 7D | -0.9% | -6.1% | +5.2% | +1.1% |
| 30D | +2.9% | +3.7% | -0.8% | +0.4% |
| 3M | +26.2% | +29.6% | -3.4% | +12.1% |
| 6M | +30.7% | +23.3% | +7.4% | +15.8% |
| YTD | +32.9% | -13.3% | +46.2% | +33.1% |
| 1Y | +72.3% | -19.6% | +91.9% | +76.4% |
| 3Y | +107.2% | -25.7% | +132.9% | +109.8% |
| 5Y | +23.2% | -31.6% | +54.7% | +24.8% |
| 10Y | +158.5% | +109.9% | +48.6% | +60.6% |
| All | +446.7% | +287.7% | +159.0% | +198.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WDAY.
Daily Out/Under-Performance
Portfolio return minus WDAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WDAY 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 WDAY 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