+250.7%
HOOD vs WDAY
-16.8%
+267.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.4% | +3.3% | +0.6% |
| 7D | +17.1% | -4.4% | +21.5% | +19.9% |
| 30D | +31.6% | +14.7% | +16.8% | +21.4% |
| 3M | +38.2% | +32.4% | +5.9% | +15.4% |
| 6M | +48.5% | +36.9% | +11.7% | +18.6% |
| YTD | +8.0% | -8.8% | +16.8% | +9.8% |
| 1Y | +18.7% | -15.3% | +33.9% | +25.3% |
| 3Y | +999.1% | -21.2% | +1,020.3% | +1,064.6% |
| 5Y | +181.7% | -29.5% | +211.2% | +208.0% |
| All | +250.7% | -16.8% | +267.4% | +408.4% |
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 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