-30.8%
WDAY vs HCA
+69.0%
-99.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -10.5% | +2.9% | -13.5% | -11.1% |
| 30D | +2.1% | +2.4% | -0.3% | +1.5% |
| 3M | +34.6% | +13.0% | +21.6% | +31.0% |
| 6M | +29.9% | -21.4% | +51.3% | +36.4% |
| YTD | -13.8% | -9.5% | -4.4% | -13.3% |
| 1Y | -18.3% | +7.5% | -25.8% | -21.9% |
| 3Y | -26.2% | +57.6% | -83.7% | -39.9% |
| 5Y | -30.8% | +71.1% | -101.9% | -49.3% |
| All | -30.8% | +69.0% | -99.8% | -49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling