+303.5%
WDAY vs HBM
+130.5%
+173.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.1% | +4.2% | +3.2% |
| 7D | +1.8% | +2.2% | -0.4% | +1.5% |
| 30D | +4.1% | -11.8% | +15.9% | +5.5% |
| 3M | -4.8% | -19.2% | +14.4% | -2.8% |
| 6M | +68.6% | -22.9% | +91.5% | +71.1% |
| YTD | -8.5% | +7.8% | -16.3% | -13.3% |
| 1Y | -12.1% | +34.9% | -47.0% | -19.7% |
| 3Y | -13.2% | +422.2% | -435.4% | -38.2% |
| 5Y | -33.7% | +192.8% | -226.6% | -50.3% |
| 10Y | +137.4% | +281.1% | -143.7% | +50.4% |
| All | +303.5% | +130.5% | +173.0% | +132.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling