+53.3%
XLE vs WDAY
-19.6%
+72.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.9% | +6.0% | +1.1% |
| 7D | 0.0% | -6.1% | +6.1% | 0.0% |
| 30D | +12.6% | +3.7% | +8.9% | +12.6% |
| 3M | +11.8% | +29.6% | -17.7% | +11.8% |
| 6M | +16.1% | +23.3% | -7.3% | +15.4% |
| YTD | +46.9% | -13.3% | +60.1% | +46.3% |
| 1Y | +53.3% | -19.6% | +72.9% | +53.4% |
| All | +53.3% | -19.6% | +72.8% | +53.4% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling