+392.8%
HL vs WDAY
-25.7%
+418.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.2% |
| 7D | -4.4% | -5.2% | +0.8% | -4.3% |
| 30D | +9.3% | +5.9% | +3.4% | +9.3% |
| 3M | +32.0% | +42.3% | -10.3% | +31.2% |
| 6M | -6.4% | +34.7% | -41.2% | -6.3% |
| YTD | +3.1% | -13.5% | +16.7% | +11.0% |
| 1Y | +77.6% | -18.1% | +95.6% | +91.9% |
| 3Y | +392.8% | -26.4% | +419.2% | +404.5% |
| All | +392.8% | -25.7% | +418.5% | +404.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling