+111.5%
WDAY vs HBM
+622.7%
-511.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.5% | +7.0% | +0.5% |
| 7D | -10.5% | -3.7% | -6.8% | -10.2% |
| 30D | +2.1% | -3.7% | +5.8% | +2.2% |
| 3M | +34.6% | +8.0% | +26.6% | +31.6% |
| 6M | +29.9% | +15.8% | +14.1% | +24.1% |
| YTD | -13.8% | +34.4% | -48.2% | -20.6% |
| 1Y | -18.3% | +98.2% | -116.4% | -29.9% |
| 3Y | -26.2% | +476.6% | -502.7% | -49.3% |
| 5Y | -30.8% | +331.1% | -361.9% | -52.1% |
| All | +111.5% | +622.7% | -511.2% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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