+112.2%
WDAY vs HALO
+979.6%
-867.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | -5.2% | -2.7% | -2.4% | -4.5% |
| 30D | +5.9% | +5.3% | +0.6% | +4.6% |
| 3M | +42.3% | +51.6% | -9.3% | +28.5% |
| 6M | +34.7% | +61.3% | -26.5% | +19.3% |
| YTD | -13.5% | +59.3% | -72.8% | -23.6% |
| 1Y | -18.1% | +38.3% | -56.3% | -25.3% |
| 3Y | -26.4% | +185.9% | -212.2% | -47.1% |
| 5Y | -30.6% | +159.9% | -190.5% | -50.4% |
| All | +112.2% | +979.6% | -867.4% | +11.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling