-30.6%
WDAY vs HAL
+99.2%
-129.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +1.0% | +0.4% |
| 7D | -5.2% | -3.3% | -1.8% | -4.8% |
| 30D | +5.9% | +8.2% | -2.2% | +5.0% |
| 3M | +42.3% | -9.4% | +51.7% | +43.8% |
| 6M | +34.7% | +0.6% | +34.1% | +34.2% |
| YTD | -13.5% | +28.6% | -42.1% | -16.7% |
| 1Y | -18.1% | +63.9% | -82.0% | -23.7% |
| 3Y | -26.4% | -7.1% | -19.2% | -28.4% |
| All | -30.6% | +99.2% | -129.8% | -33.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling