+180.0%
XLE vs WDAY
+301.5%
-121.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.6% | +3.6% | +0.6% |
| 7D | -12.0% | -2.5% | -9.5% | -11.7% |
| 30D | -2.7% | +4.7% | -7.4% | -3.6% |
| 3M | +6.6% | +13.3% | -6.7% | +3.6% |
| 6M | +9.5% | +57.3% | -47.8% | -0.4% |
| YTD | +40.6% | -10.2% | +50.7% | +40.2% |
| 1Y | +43.6% | -14.1% | +57.7% | +44.2% |
| 3Y | +58.1% | -11.7% | +69.8% | +54.3% |
| 5Y | +152.2% | -33.5% | +185.7% | +153.2% |
| 10Y | +172.9% | +133.1% | +39.9% | +103.3% |
| All | +180.0% | +301.5% | -121.4% | +97.5% |
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