-13.5%
WDAY vs HRB
+16.9%
-30.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.4% | -2.4% | 0.0% |
| 7D | -1.2% | +16.0% | -17.3% | -7.7% |
| 30D | +6.8% | +32.1% | -25.3% | -5.9% |
| 3M | +17.8% | +21.5% | -3.7% | +6.2% |
| 6M | +57.8% | +82.1% | -24.3% | +19.3% |
| YTD | -6.0% | +31.6% | -37.6% | -24.6% |
| 1Y | -13.5% | +15.9% | -29.4% | -30.4% |
| All | -13.5% | +16.9% | -30.5% | -30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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