+64.4%
XLF vs WDAY
-31.5%
+95.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -1.0% | -7.4% | +6.3% | +0.2% |
| 30D | -1.3% | +1.0% | -2.3% | -1.9% |
| 3M | +9.1% | +32.7% | -23.5% | +2.6% |
| 6M | +14.4% | +25.6% | -11.2% | +7.9% |
| YTD | +5.1% | -13.4% | +18.5% | +6.9% |
| 1Y | +8.6% | -19.4% | +28.0% | +11.8% |
| 3Y | +74.4% | -25.8% | +100.2% | +78.2% |
| 5Y | +64.4% | -31.1% | +95.5% | +62.4% |
| All | +64.4% | -31.5% | +95.9% | +62.4% |
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