+109.9%
WDAY vs HAS
+53.3%
+56.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.4% | -2.5% | -4.2% |
| 7D | -6.1% | -3.1% | -3.0% | -5.2% |
| 30D | +3.7% | -2.7% | +6.4% | +4.6% |
| 3M | +29.6% | +8.9% | +20.7% | +26.2% |
| 6M | +23.3% | -2.9% | +26.2% | +23.2% |
| YTD | -13.3% | +12.6% | -25.9% | -17.6% |
| 1Y | -19.6% | +17.5% | -37.1% | -24.9% |
| 3Y | -25.7% | +46.2% | -71.9% | -36.9% |
| 5Y | -31.6% | +12.6% | -44.1% | -37.7% |
| 10Y | +109.9% | +55.7% | +54.3% | +66.8% |
| All | +109.9% | +53.3% | +56.7% | +66.8% |
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