+139.3%
HOOD vs WDAY
-19.1%
+158.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.4% | +4.4% | +3.7% |
| 7D | -0.6% | -4.0% | +3.4% | +1.3% |
| 30D | -23.6% | +1.9% | -25.5% | -24.7% |
| 3M | -10.7% | +5.9% | -16.6% | -14.7% |
| 6M | +8.2% | +48.8% | -40.6% | -17.2% |
| YTD | -26.3% | -11.4% | -14.9% | -24.5% |
| 1Y | -36.1% | -15.5% | -20.6% | -33.0% |
| 3Y | +950.7% | -15.6% | +966.3% | +956.1% |
| 5Y | +127.0% | -35.2% | +162.2% | +150.7% |
| All | +139.3% | -19.1% | +158.4% | +249.3% |
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