-15.3%
WDAY vs HLT
+13.1%
-28.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.0% | -4.4% | -5.5% |
| 7D | -4.4% | -3.3% | -1.0% | -4.8% |
| 30D | +14.7% | -4.1% | +18.8% | +14.2% |
| 3M | +32.4% | -7.9% | +40.3% | +31.4% |
| 6M | +36.9% | +2.2% | +34.7% | +34.6% |
| YTD | -8.8% | +8.5% | -17.3% | -10.7% |
| 1Y | -15.3% | +12.1% | -27.4% | -20.7% |
| All | -15.3% | +13.1% | -28.4% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 1y: compounded portfolio wealth divided by compounded HLT 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…
1y analysis · Full analysis span regression · 6 months rolling