+248.8%
XLF vs WDAY
+114.9%
+133.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.3% | +0.6% |
| 7D | -1.5% | -5.2% | +3.7% | -0.4% |
| 30D | -1.2% | +5.9% | -7.1% | -2.9% |
| 3M | +9.2% | +42.3% | -33.1% | -0.1% |
| 6M | +16.3% | +34.7% | -18.4% | +6.5% |
| YTD | +5.4% | -13.5% | +19.0% | +6.6% |
| 1Y | +7.6% | -18.1% | +25.7% | +9.8% |
| 3Y | +74.2% | -26.4% | +100.6% | +77.7% |
| 5Y | +66.1% | -30.6% | +96.7% | +66.3% |
| All | +248.8% | +114.9% | +133.9% | +158.9% |
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