+10.8%
HD vs WDAY
-29.2%
+40.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.4% | +6.3% | +1.9% |
| 7D | -2.1% | -4.4% | +2.3% | -1.3% |
| 30D | -8.4% | +14.7% | -23.2% | -11.1% |
| 3M | +4.3% | +32.4% | -28.0% | -1.8% |
| 6M | -11.1% | +36.9% | -48.0% | -17.6% |
| YTD | -4.7% | -8.8% | +4.2% | -3.2% |
| 1Y | -19.8% | -15.3% | -4.5% | -17.4% |
| 3Y | +4.1% | -21.2% | +25.3% | +5.7% |
| All | +10.8% | -29.2% | +40.0% | +8.1% |
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