-28.6%
WDAY vs HAS
+13.4%
-42.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.9% | -5.2% |
| 7D | -4.4% | -1.8% | -2.6% | -3.8% |
| 30D | +14.7% | +2.3% | +12.5% | +14.1% |
| 3M | +32.4% | +10.4% | +22.0% | +28.5% |
| 6M | +36.9% | -3.2% | +40.1% | +37.1% |
| YTD | -8.8% | +15.4% | -24.3% | -14.3% |
| 1Y | -15.3% | +18.8% | -34.1% | -21.4% |
| 3Y | -21.2% | +43.9% | -65.1% | -32.6% |
| All | -28.6% | +13.4% | -42.0% | -31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling