+25.7%
WDAY vs HALO
+61.8%
-36.0%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.7% | -3.2% | -4.6% |
| 7D | -6.1% | +0.5% | -6.6% | -6.1% |
| 30D | +3.7% | +5.0% | -1.3% | +3.3% |
| 3M | +29.6% | +53.1% | -23.6% | +25.8% |
| All | +25.7% | +61.8% | -36.0% | +27.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling