+123.9%
WDAY vs HAS
+106.1%
+17.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -1.9% |
| 7D | -4.0% | +2.2% | -6.2% | -4.6% |
| 30D | +1.9% | +29.6% | -27.6% | -5.7% |
| 3M | +5.9% | +30.3% | -24.4% | -2.2% |
| 6M | +48.8% | +25.6% | +23.2% | +38.4% |
| YTD | -11.4% | +50.8% | -62.3% | -23.0% |
| 1Y | -15.5% | +63.0% | -78.5% | -28.4% |
| 3Y | -15.6% | +211.6% | -227.2% | -43.4% |
| 5Y | -35.2% | +50.4% | -85.6% | -45.9% |
| 10Y | +123.9% | +101.9% | +22.0% | +57.9% |
| All | +123.9% | +106.1% | +17.8% | +57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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