-31.1%
WDAY vs HRB
+104.8%
-135.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.3% |
| 7D | -7.4% | -10.6% | +3.2% | -4.5% |
| 30D | +1.0% | -0.8% | +1.8% | +0.6% |
| 3M | +32.7% | +19.1% | +13.6% | +26.4% |
| 6M | +25.6% | +48.7% | -23.1% | +13.6% |
| YTD | -13.4% | +7.1% | -20.5% | -17.3% |
| 1Y | -19.4% | -8.3% | -11.0% | -21.2% |
| 3Y | -25.8% | +25.8% | -51.6% | -32.5% |
| 5Y | -31.1% | +111.1% | -142.2% | -38.7% |
| All | -31.1% | +104.8% | -135.9% | -38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling