+133.7%
WDAY vs HLT
+637.7%
-504.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.2% | -2.7% | -3.8% |
| 7D | -6.1% | -2.4% | -3.7% | -4.9% |
| 30D | +3.7% | -4.1% | +7.8% | +5.6% |
| 3M | +29.6% | -10.6% | +40.2% | +35.9% |
| 6M | +23.3% | +2.0% | +21.3% | +19.9% |
| YTD | -13.3% | +6.1% | -19.4% | -17.6% |
| 1Y | -19.6% | +9.8% | -29.5% | -25.3% |
| 3Y | -25.7% | +99.0% | -124.7% | -50.0% |
| 5Y | -31.6% | +151.5% | -183.0% | -59.8% |
| 10Y | +109.9% | +561.1% | -451.2% | -31.7% |
| All | +133.7% | +637.7% | -504.0% | -28.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling