+482.7%
XLF vs WDAY
+307.5%
+175.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.4% | +4.6% | +0.3% |
| 7D | 0.0% | -4.4% | +4.4% | +0.8% |
| 30D | +0.2% | +14.7% | -14.6% | -3.1% |
| 3M | +11.7% | +32.4% | -20.7% | +4.3% |
| 6M | +13.8% | +36.9% | -23.1% | +4.5% |
| YTD | +7.0% | -8.8% | +15.8% | +6.7% |
| 1Y | +9.1% | -15.3% | +24.4% | +10.2% |
| 3Y | +75.6% | -21.2% | +96.8% | +76.3% |
| 5Y | +66.4% | -29.5% | +95.9% | +66.0% |
| 10Y | +250.3% | +120.0% | +130.2% | +165.1% |
| All | +482.7% | +307.5% | +175.3% | +308.4% |
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 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