+836.9%
HOOD vs WDAY
-12.7%
+849.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +3.0% | -7.3% | -5.4% |
| 7D | -3.8% | +1.8% | -5.6% | -4.5% |
| 30D | -23.0% | +4.1% | -27.0% | -24.4% |
| 3M | -21.6% | -4.8% | -16.8% | -20.7% |
| 6M | +1.4% | +68.6% | -67.2% | -21.9% |
| YTD | -31.2% | -8.5% | -22.6% | -27.8% |
| 1Y | -35.9% | -12.1% | -23.8% | -31.8% |
| 3Y | +836.9% | -13.2% | +850.1% | +937.4% |
| All | +836.9% | -12.7% | +849.7% | +937.4% |
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