-31.1%
WDAY vs HIG
+117.6%
-148.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.4% |
| 7D | -7.4% | -0.5% | -6.9% | -7.2% |
| 30D | +1.0% | -2.8% | +3.8% | +2.1% |
| 3M | +32.7% | +6.3% | +26.3% | +30.2% |
| 6M | +25.6% | -0.1% | +25.7% | +25.4% |
| YTD | -13.4% | +0.4% | -13.8% | -13.7% |
| 1Y | -19.4% | +6.2% | -25.6% | -21.5% |
| 3Y | -25.8% | +101.6% | -127.4% | -44.4% |
| 5Y | -31.1% | +119.8% | -150.9% | -52.0% |
| All | -31.1% | +117.6% | -148.7% | -52.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling