+35.5%
XLV vs WDAY
-30.7%
+66.2%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | -3.6% | -5.2% | +1.6% | -2.9% |
| 30D | -1.8% | +5.9% | -7.8% | -2.7% |
| 3M | +7.8% | +42.3% | -34.5% | +2.7% |
| 6M | +9.1% | +34.7% | -25.6% | +4.1% |
| YTD | +7.7% | -13.5% | +21.3% | +9.4% |
| 1Y | +20.4% | -18.1% | +38.5% | +22.9% |
| 3Y | +30.8% | -26.4% | +57.1% | +33.1% |
| All | +35.5% | -30.7% | +66.2% | +37.5% |
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