+205.0%
HD vs WDAY
+109.7%
+95.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.9% | +2.6% | -1.2% |
| 7D | -1.2% | -6.1% | +4.9% | +0.1% |
| 30D | -11.1% | +3.7% | -14.8% | -12.4% |
| 3M | +2.0% | +29.6% | -27.5% | -5.1% |
| 6M | -10.5% | +23.3% | -33.8% | -16.7% |
| YTD | -6.9% | -13.3% | +6.4% | -5.8% |
| 1Y | -23.2% | -19.6% | -3.5% | -21.1% |
| 3Y | +3.1% | -25.7% | +28.7% | +4.9% |
| 5Y | +7.4% | -31.6% | +39.0% | +7.5% |
| 10Y | +205.0% | +109.9% | +95.1% | +135.6% |
| All | +205.0% | +109.7% | +95.3% | +135.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling