+149.9%
XLE vs WDAY
-33.8%
+183.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.6% | +3.6% | +0.3% |
| 7D | -12.0% | -2.5% | -9.5% | -11.8% |
| 30D | -2.7% | +4.7% | -7.4% | -3.2% |
| 3M | +6.6% | +13.3% | -6.7% | +5.2% |
| 6M | +9.5% | +57.3% | -47.8% | +4.5% |
| YTD | +40.6% | -10.2% | +50.7% | +41.5% |
| 1Y | +43.6% | -14.1% | +57.7% | +45.1% |
| 3Y | +58.1% | -11.7% | +69.8% | +56.9% |
| All | +149.9% | -33.8% | +183.8% | +153.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling