+189.4%
XLE vs WDAY
+307.5%
-118.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.4% | +4.5% | 0.0% |
| 7D | +2.2% | -4.4% | +6.6% | +2.9% |
| 30D | +11.8% | +14.7% | -3.0% | +8.7% |
| 3M | +9.8% | +32.4% | -22.5% | +3.7% |
| 6M | +15.6% | +36.9% | -21.3% | +7.6% |
| YTD | +45.3% | -8.8% | +54.1% | +44.9% |
| 1Y | +48.3% | -15.3% | +63.6% | +49.4% |
| 3Y | +55.4% | -21.2% | +76.6% | +55.4% |
| 5Y | +216.1% | -29.5% | +245.6% | +214.1% |
| 10Y | +178.4% | +120.0% | +58.4% | +110.0% |
| All | +189.4% | +307.5% | -118.1% | +104.1% |
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