-31.1%
WDAY vs HBM
+392.2%
-423.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | -0.1% |
| 7D | -7.4% | +5.5% | -12.9% | -7.9% |
| 30D | +1.0% | +3.3% | -2.3% | +0.5% |
| 3M | +32.7% | +12.7% | +20.0% | +30.2% |
| 6M | +25.6% | +28.2% | -2.6% | +20.0% |
| YTD | -13.4% | +45.3% | -58.7% | -19.9% |
| 1Y | -19.4% | +121.7% | -141.1% | -31.1% |
| 3Y | -25.8% | +523.5% | -549.3% | -49.9% |
| 5Y | -31.1% | +393.9% | -425.0% | -50.9% |
| All | -31.1% | +392.2% | -423.3% | -50.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling