+237.0%
HOOD vs WDAY
-20.8%
+257.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.9% | +1.0% | -1.4% |
| 7D | +13.4% | -6.1% | +19.5% | +17.2% |
| 30D | +25.8% | +3.7% | +22.1% | +22.3% |
| 3M | +38.0% | +29.6% | +8.4% | +16.2% |
| 6M | +52.2% | +23.3% | +28.9% | +29.1% |
| YTD | +3.7% | -13.3% | +17.0% | +8.2% |
| 1Y | +0.1% | -19.6% | +19.7% | +8.5% |
| 3Y | +992.6% | -25.7% | +1,018.2% | +1,094.4% |
| 5Y | +193.0% | -31.6% | +224.5% | +234.6% |
| All | +237.0% | -20.8% | +257.8% | +401.1% |
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 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