+163.9%
XLE vs WDAY
+127.1%
+36.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.7% |
| 7D | -7.9% | -4.0% | -3.9% | -7.3% |
| 30D | -4.8% | +1.9% | -6.8% | -5.3% |
| 3M | +8.4% | +5.9% | +2.5% | +6.6% |
| 6M | +12.7% | +48.8% | -36.1% | +3.7% |
| YTD | +41.3% | -11.4% | +52.7% | +41.6% |
| 1Y | +42.3% | -15.5% | +57.8% | +43.7% |
| 3Y | +65.1% | -15.6% | +80.7% | +62.7% |
| 5Y | +150.2% | -35.2% | +185.4% | +154.6% |
| 10Y | +163.9% | +123.9% | +40.1% | +103.8% |
| All | +163.9% | +127.1% | +36.8% | +103.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling