+81.6%
XLF vs WDAY
-12.7%
+94.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.0% | -2.2% | +0.4% |
| 7D | +2.7% | +1.8% | +0.8% | +2.4% |
| 30D | +7.6% | +4.1% | +3.6% | +7.0% |
| 3M | +1.1% | -4.8% | +5.9% | +1.5% |
| 6M | +15.9% | +68.6% | -52.7% | +6.3% |
| YTD | +8.4% | -8.5% | +17.0% | +10.1% |
| 1Y | +12.5% | -12.1% | +24.6% | +14.8% |
| 3Y | +81.6% | -13.2% | +94.7% | +82.1% |
| All | +81.6% | -12.7% | +94.3% | +82.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling