-28.1%
WDAY vs HDB
-35.8%
+7.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -4.9% | -5.2% |
| 7D | -4.4% | +0.4% | -4.8% | -4.5% |
| 30D | +14.7% | -2.8% | +17.5% | +15.7% |
| 3M | +32.4% | -3.5% | +35.9% | +33.3% |
| 6M | +36.9% | -24.7% | +61.6% | +48.7% |
| YTD | -8.8% | -36.6% | +27.7% | +4.9% |
| 1Y | -15.3% | -34.4% | +19.1% | -3.9% |
| 3Y | -21.2% | -24.4% | +3.2% | -17.7% |
| All | -28.1% | -35.8% | +7.8% | -23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling