+52.6%
XOM vs WDAY
-14.6%
+67.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.0% | -6.6% | -4.6% |
| 7D | -7.0% | -1.2% | -5.8% | -7.0% |
| 30D | +3.2% | +6.8% | -3.6% | +3.3% |
| 3M | +10.7% | +17.8% | -7.2% | +11.0% |
| 6M | +11.6% | +57.8% | -46.2% | +12.6% |
| YTD | +43.5% | -6.0% | +49.5% | +37.9% |
| 1Y | +52.6% | -13.5% | +66.1% | +47.3% |
| All | +52.6% | -14.6% | +67.2% | +47.3% |
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 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