+490.6%
XLF vs WDAY
+308.8%
+181.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.0% | -2.2% | +0.2% |
| 7D | +2.7% | +1.8% | +0.8% | +2.3% |
| 30D | +7.6% | +4.1% | +3.6% | +6.7% |
| 3M | +1.1% | -4.8% | +5.9% | +1.7% |
| 6M | +15.9% | +68.6% | -52.7% | +2.2% |
| YTD | +8.4% | -8.5% | +17.0% | +7.9% |
| 1Y | +12.5% | -12.1% | +24.6% | +12.7% |
| 3Y | +81.6% | -13.2% | +94.7% | +78.3% |
| 5Y | +59.3% | -33.7% | +93.0% | +60.7% |
| 10Y | +225.4% | +137.4% | +88.0% | +142.7% |
| All | +490.6% | +308.8% | +181.8% | +312.7% |
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