-15.6%
WDAY vs HAL
-10.0%
-5.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | -4.0% | -7.9% | +3.9% | -3.2% |
| 30D | +1.9% | -2.1% | +4.0% | +2.1% |
| 3M | +5.9% | +0.4% | +5.5% | +5.6% |
| 6M | +48.8% | -19.2% | +68.0% | +52.5% |
| YTD | -11.4% | +14.4% | -25.8% | -14.7% |
| 1Y | -15.5% | +18.0% | -33.5% | -19.2% |
| 3Y | -15.6% | -9.7% | -5.9% | -18.7% |
| All | -15.6% | -10.0% | -5.6% | -18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling