+136.8%
WDAY vs HDB
+62.8%
+74.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.2% |
| 7D | -4.8% | +4.1% | -8.9% | -6.2% |
| 30D | +2.5% | +13.0% | -10.5% | -2.2% |
| 3M | +8.8% | +11.3% | -2.5% | +4.1% |
| 6M | +60.7% | +6.9% | +53.8% | +55.1% |
| YTD | -11.2% | -29.6% | +18.4% | -0.2% |
| 1Y | -15.6% | -29.5% | +13.9% | -5.3% |
| 3Y | -17.1% | -8.1% | -9.0% | -19.2% |
| 5Y | -35.7% | -23.4% | -12.3% | -33.4% |
| All | +136.8% | +62.8% | +74.0% | +56.7% |
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