+517.0%
XLI vs WDAY
+307.5%
+209.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.4% | +5.8% | +1.3% |
| 7D | -1.1% | -4.4% | +3.3% | -0.3% |
| 30D | -5.9% | +14.7% | -20.7% | -8.7% |
| 3M | -0.3% | +32.4% | -32.6% | -6.3% |
| 6M | +0.1% | +36.9% | -36.7% | -7.6% |
| YTD | +13.6% | -8.8% | +22.4% | +13.3% |
| 1Y | +17.2% | -15.3% | +32.5% | +18.3% |
| 3Y | +68.2% | -21.2% | +89.4% | +68.9% |
| 5Y | +80.7% | -29.5% | +110.2% | +80.6% |
| 10Y | +253.3% | +120.0% | +133.2% | +172.8% |
| All | +517.0% | +307.5% | +209.5% | +352.2% |
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