+302.1%
WDAY vs HIG
+762.2%
-460.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.2% | -4.9% |
| 7D | -4.4% | +0.3% | -4.7% | -4.4% |
| 30D | +14.7% | -3.2% | +18.0% | +16.1% |
| 3M | +32.4% | +9.1% | +23.2% | +28.3% |
| 6M | +36.9% | -1.8% | +38.7% | +37.4% |
| YTD | -8.8% | +1.8% | -10.6% | -9.7% |
| 1Y | -15.3% | +4.6% | -19.9% | -17.2% |
| 3Y | -21.2% | +101.6% | -122.8% | -40.4% |
| 5Y | -29.5% | +124.5% | -154.0% | -49.5% |
| 10Y | +120.0% | +317.8% | -197.8% | +9.7% |
| All | +302.1% | +762.2% | -460.1% | +79.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling