-25.7%
WDAY vs HIG
+99.1%
-124.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.0% | -2.9% | -4.2% |
| 7D | -6.1% | -1.1% | -5.0% | -5.7% |
| 30D | +3.7% | -4.9% | +8.6% | +5.4% |
| 3M | +29.6% | +6.8% | +22.8% | +27.6% |
| 6M | +23.3% | -1.7% | +25.0% | +23.9% |
| YTD | -13.3% | -0.2% | -13.0% | -13.3% |
| 1Y | -19.6% | +5.7% | -25.3% | -21.3% |
| 3Y | -25.7% | +100.3% | -126.0% | -36.2% |
| All | -25.7% | +99.1% | -124.7% | -36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 3y: compounded portfolio wealth divided by compounded HIG 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…
3y analysis · Full analysis span regression · 6 months rolling