-13.5%
WDAY vs HALO
+92.7%
-106.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.3% | +0.6% | +1.9% |
| 7D | -1.2% | +0.2% | -1.5% | -1.3% |
| 30D | +6.8% | +20.3% | -13.5% | +5.3% |
| 3M | +17.8% | +56.6% | -38.8% | +14.0% |
| 6M | +57.8% | +101.9% | -44.0% | +55.2% |
| YTD | -6.0% | +93.7% | -99.7% | -6.3% |
| 1Y | -13.5% | +91.5% | -105.1% | -13.2% |
| All | -13.5% | +92.7% | -106.2% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO 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 1y: compounded portfolio wealth divided by compounded HALO 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…
1y analysis · Full analysis span regression · 6 months rolling