+130.1%
WDAY vs HDB
+61.4%
+68.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.9% |
| 7D | -4.6% | +12.7% | -17.3% | -8.7% |
| 30D | +1.2% | +16.6% | -15.4% | -4.5% |
| 3M | +2.6% | +10.8% | -8.2% | -1.7% |
| 6M | +47.8% | +3.8% | +43.9% | +44.3% |
| YTD | -12.1% | -28.9% | +16.8% | -1.5% |
| 1Y | -17.1% | -28.0% | +10.8% | -7.8% |
| 3Y | -17.9% | -7.2% | -10.7% | -20.3% |
| 5Y | -35.1% | -22.2% | -12.8% | -33.2% |
| 10Y | +130.1% | +63.6% | +66.6% | +52.5% |
| All | +130.1% | +61.4% | +68.7% | +52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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