+292.6%
WDAY vs HAL
+25.1%
+267.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.4% | -2.2% | +0.6% |
| 7D | -5.3% | -0.2% | -5.1% | -5.3% |
| 30D | +1.5% | +1.0% | +0.5% | +1.2% |
| 3M | +5.5% | -2.1% | +7.6% | +5.6% |
| 6M | +57.4% | -17.5% | +74.9% | +62.4% |
| YTD | -11.0% | +18.1% | -29.1% | -15.2% |
| 1Y | -15.8% | +19.7% | -35.5% | -20.0% |
| 3Y | -16.9% | -7.9% | -9.0% | -18.6% |
| 5Y | -35.3% | +53.1% | -88.3% | -45.8% |
| 10Y | +131.0% | -16.8% | +147.8% | +99.4% |
| All | +292.6% | +25.1% | +267.5% | +204.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling