+112.2%
WDAY vs HON
+136.9%
-24.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -5.2% | -3.5% | -1.7% | -3.5% |
| 30D | +5.9% | -13.8% | +19.7% | +13.6% |
| 3M | +42.3% | -11.7% | +53.9% | +49.3% |
| 6M | +34.7% | -18.7% | +53.5% | +46.2% |
| YTD | -13.5% | +0.2% | -13.8% | -17.4% |
| 1Y | -18.1% | -3.1% | -15.0% | -20.5% |
| 3Y | -26.4% | +17.0% | -43.3% | -37.1% |
| 5Y | -30.6% | +2.0% | -32.6% | -36.3% |
| All | +112.2% | +136.9% | -24.7% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HON.
Daily Out/Under-Performance
Portfolio return minus HON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HON 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 10y: compounded portfolio wealth divided by compounded HON 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…
10y analysis · Full analysis span regression · 6 months rolling