+238.9%
HL vs WDAY
+287.7%
-48.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.9% | +3.8% | -0.1% |
| 7D | +7.1% | -6.1% | +13.2% | +8.4% |
| 30D | +21.4% | +3.7% | +17.8% | +19.9% |
| 3M | +37.4% | +29.6% | +7.9% | +28.2% |
| 6M | +0.4% | +23.3% | -22.9% | -6.6% |
| YTD | +6.7% | -13.3% | +20.0% | +7.4% |
| 1Y | +102.4% | -19.6% | +122.0% | +106.3% |
| 3Y | +417.4% | -25.7% | +443.1% | +424.6% |
| 5Y | +243.3% | -31.6% | +274.9% | +242.6% |
| 10Y | +242.6% | +109.9% | +132.6% | +171.5% |
| All | +238.9% | +287.7% | -48.7% | +178.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling