+113.3%
WDAY vs HAL
+3.0%
+110.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.3% |
| 7D | -7.4% | -1.3% | -6.0% | -7.2% |
| 30D | +1.0% | +10.9% | -9.9% | -0.8% |
| 3M | +32.7% | -5.8% | +38.5% | +33.7% |
| 6M | +25.6% | +8.1% | +17.5% | +23.2% |
| YTD | -13.4% | +33.2% | -46.6% | -18.3% |
| 1Y | -19.4% | +74.2% | -93.5% | -27.7% |
| 3Y | -25.8% | -3.7% | -22.1% | -27.6% |
| 5Y | -31.1% | +111.9% | -143.0% | -44.0% |
| 10Y | +113.3% | +7.4% | +105.9% | +64.3% |
| All | +113.3% | +3.0% | +110.3% | +64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 HAL 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