+43.4%
XLK vs WDAY
-15.6%
+59.0%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.4% | +6.1% | +0.6% |
| 7D | +0.9% | -4.4% | +5.2% | +0.8% |
| 30D | +0.7% | +14.7% | -14.0% | +1.0% |
| 3M | -2.9% | +32.4% | -35.3% | -1.4% |
| 6M | +34.3% | +36.9% | -2.6% | +35.9% |
| YTD | +30.4% | -8.8% | +39.2% | +39.6% |
| 1Y | +43.4% | -15.3% | +58.7% | +55.0% |
| All | +43.4% | -15.6% | +59.0% | +55.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling