+112.2%
WDAY vs HCA
+511.6%
-399.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.0% | -0.1% |
| 7D | -5.2% | +5.4% | -10.6% | -6.7% |
| 30D | +5.9% | +3.0% | +3.0% | +4.9% |
| 3M | +42.3% | +13.0% | +29.2% | +37.0% |
| 6M | +34.7% | -20.3% | +55.0% | +43.1% |
| YTD | -13.5% | -8.2% | -5.3% | -12.8% |
| 1Y | -18.1% | +6.7% | -24.8% | -21.7% |
| 3Y | -26.4% | +60.4% | -86.8% | -40.7% |
| 5Y | -30.6% | +73.4% | -104.0% | -47.1% |
| All | +112.2% | +511.6% | -399.4% | +2.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling