+495.7%
XLI vs WDAY
+308.8%
+186.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.4% | -0.9% |
| 7D | +3.8% | +1.8% | +1.9% | +3.4% |
| 30D | +1.0% | +4.1% | -3.0% | +0.2% |
| 3M | -8.9% | -4.8% | -4.1% | -8.5% |
| 6M | -2.3% | +68.6% | -70.9% | -13.0% |
| YTD | +9.7% | -8.5% | +18.2% | +9.1% |
| 1Y | +12.3% | -12.1% | +24.4% | +12.4% |
| 3Y | +71.5% | -13.2% | +84.7% | +68.5% |
| 5Y | +70.2% | -33.7% | +103.9% | +71.9% |
| 10Y | +227.5% | +137.4% | +90.0% | +149.3% |
| All | +495.7% | +308.8% | +186.9% | +335.2% |
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