-35.3%
WDAY vs HBM
+210.2%
-245.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -5.3% | -1.3% | -4.0% | -5.3% |
| 30D | +1.5% | -14.8% | +16.4% | +2.8% |
| 3M | +5.5% | -20.7% | +26.1% | +7.1% |
| 6M | +57.4% | -13.9% | +71.4% | +57.3% |
| YTD | -11.0% | +10.6% | -21.6% | -16.0% |
| 1Y | -15.8% | +32.4% | -48.1% | -23.1% |
| 3Y | -16.9% | +432.0% | -448.9% | -44.5% |
| 5Y | -35.3% | +205.5% | -240.7% | -52.0% |
| All | -35.3% | +210.2% | -245.4% | -52.0% |
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