+303.5%
WDAY vs HIG
+756.6%
-453.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.4% | +2.6% | +2.9% |
| 7D | +1.8% | +2.6% | -0.8% | +0.9% |
| 30D | +4.1% | +4.2% | -0.1% | +2.5% |
| 3M | -4.8% | +0.2% | -5.0% | -5.0% |
| 6M | +68.6% | +4.6% | +64.0% | +65.6% |
| YTD | -8.5% | +1.1% | -9.6% | -9.3% |
| 1Y | -12.1% | +4.7% | -16.8% | -14.1% |
| 3Y | -13.2% | +95.5% | -108.6% | -33.6% |
| 5Y | -33.7% | +111.7% | -145.4% | -51.4% |
| 10Y | +137.4% | +263.4% | -126.0% | +26.8% |
| All | +303.5% | +756.6% | -453.2% | +80.2% |
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 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