+249.3%
HL vs WDAY
-31.5%
+280.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +0.4% | -7.4% | +7.8% | +1.8% |
| 30D | +18.8% | +1.0% | +17.8% | +18.1% |
| 3M | +43.7% | +32.7% | +11.0% | +34.1% |
| 6M | -1.0% | +25.6% | -26.6% | -7.3% |
| YTD | +8.7% | -13.4% | +22.1% | +13.6% |
| 1Y | +105.0% | -19.4% | +124.4% | +117.4% |
| 3Y | +427.3% | -25.8% | +453.0% | +448.8% |
| 5Y | +249.3% | -31.1% | +280.4% | +239.6% |
| All | +249.3% | -31.5% | +280.8% | +239.6% |
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 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