+282.6%
WDAY vs HCA
+1,518.9%
-1,236.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.7% | -4.1% | -4.6% |
| 7D | -6.1% | -2.8% | -3.3% | -5.3% |
| 30D | +3.7% | -2.7% | +6.4% | +4.5% |
| 3M | +29.6% | +11.5% | +18.1% | +25.4% |
| 6M | +23.3% | -24.3% | +47.6% | +32.9% |
| YTD | -13.3% | -13.6% | +0.3% | -10.9% |
| 1Y | -19.6% | -3.2% | -16.4% | -20.6% |
| 3Y | -25.7% | +50.4% | -76.1% | -38.2% |
| 5Y | -31.6% | +64.8% | -96.3% | -46.2% |
| 10Y | +109.9% | +456.5% | -346.6% | +4.7% |
| All | +282.6% | +1,518.9% | -1,236.4% | +72.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling