+282.6%
WDAY vs HALO
+1,627.4%
-1,344.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.7% | -3.2% | -4.5% |
| 7D | -6.1% | +0.5% | -6.6% | -6.2% |
| 30D | +3.7% | +5.0% | -1.3% | +2.6% |
| 3M | +29.6% | +53.1% | -23.6% | +18.5% |
| 6M | +23.3% | +60.8% | -37.4% | +11.2% |
| YTD | -13.3% | +60.9% | -74.2% | -22.1% |
| 1Y | -19.6% | +42.8% | -62.4% | -26.3% |
| 3Y | -25.7% | +181.3% | -206.9% | -43.1% |
| 5Y | -31.6% | +157.6% | -189.1% | -47.8% |
| 10Y | +109.9% | +910.4% | -800.4% | +17.7% |
| All | +282.6% | +1,627.4% | -1,344.8% | +101.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling