+418.0%
XLV vs WDAY
+287.2%
+130.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -3.7% | -7.4% | +3.7% | -2.5% |
| 30D | -1.1% | +1.0% | -2.1% | -1.6% |
| 3M | +8.2% | +32.7% | -24.4% | +2.5% |
| 6M | +8.9% | +25.6% | -16.7% | +3.3% |
| YTD | +8.5% | -13.4% | +21.9% | +9.3% |
| 1Y | +22.3% | -19.4% | +41.7% | +24.3% |
| 3Y | +32.6% | -25.8% | +58.4% | +34.1% |
| 5Y | +34.4% | -31.1% | +65.5% | +34.3% |
| 10Y | +175.4% | +113.3% | +62.1% | +116.1% |
| All | +418.0% | +287.2% | +130.8% | +286.3% |
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