+1,397.7%
XLK vs WDAY
+287.7%
+1,110.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.9% | +5.2% | +1.7% |
| 7D | +2.3% | -6.1% | +8.4% | +4.0% |
| 30D | -0.1% | +3.7% | -3.7% | -2.0% |
| 3M | +2.1% | +29.6% | -27.5% | -7.9% |
| 6M | +37.2% | +23.3% | +13.8% | +23.8% |
| YTD | +30.8% | -13.3% | +44.1% | +31.4% |
| 1Y | +42.6% | -19.6% | +62.3% | +46.0% |
| 3Y | +121.8% | -25.7% | +147.5% | +127.2% |
| 5Y | +145.7% | -31.6% | +177.2% | +150.4% |
| 10Y | +782.1% | +109.9% | +672.1% | +558.6% |
| All | +1,397.7% | +287.7% | +1,110.0% | +948.7% |
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