+148.7%
XLK vs WDAY
-30.7%
+179.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | +0.2% | -5.2% | +5.4% | +1.6% |
| 30D | -0.6% | +5.9% | -6.6% | -3.0% |
| 3M | +2.6% | +42.3% | -39.7% | -9.9% |
| 6M | +34.0% | +34.7% | -0.8% | +17.9% |
| YTD | +30.7% | -13.5% | +44.2% | +35.3% |
| 1Y | +39.2% | -18.1% | +57.3% | +46.1% |
| 3Y | +120.4% | -26.4% | +146.8% | +132.6% |
| All | +148.7% | -30.7% | +179.4% | +161.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling