-13.5%
WDAY vs HCA
+11.2%
-24.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +10.3% | -8.4% | +1.7% |
| 7D | -1.2% | +10.2% | -11.5% | -1.5% |
| 30D | +6.8% | +17.4% | -10.6% | +6.5% |
| 3M | +17.8% | +27.7% | -9.8% | +17.5% |
| 6M | +57.8% | +20.0% | +37.8% | +53.6% |
| YTD | -6.0% | +10.0% | -16.0% | -13.2% |
| 1Y | -13.5% | +9.0% | -22.6% | -20.2% |
| All | -13.5% | +11.2% | -24.7% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 1y: compounded portfolio wealth divided by compounded HCA 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…
1y analysis · Full analysis span regression · 6 months rolling