+302.1%
WDAY vs HBM
+195.6%
+106.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.4% | -5.3% |
| 7D | -4.4% | -6.4% | +2.0% | -3.5% |
| 30D | +14.7% | +5.9% | +8.8% | +13.6% |
| 3M | +32.4% | -8.9% | +41.3% | +32.6% |
| 6M | +36.9% | +10.7% | +26.2% | +31.8% |
| YTD | -8.8% | +38.3% | -47.1% | -15.9% |
| 1Y | -15.3% | +121.3% | -136.6% | -27.9% |
| 3Y | -21.2% | +450.6% | -471.8% | -43.9% |
| 5Y | -29.5% | +338.0% | -367.5% | -49.9% |
| 10Y | +120.0% | +578.6% | -458.6% | +29.5% |
| All | +302.1% | +195.6% | +106.5% | +125.5% |
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