-33.5%
WDAY vs HRB
+140.6%
-174.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.4% | +4.5% | +3.4% |
| 7D | +1.8% | -5.1% | +6.9% | +3.3% |
| 30D | +4.1% | +8.7% | -4.6% | +1.6% |
| 3M | -4.8% | -5.4% | +0.5% | -3.6% |
| 6M | +68.6% | +41.6% | +27.1% | +53.1% |
| YTD | -8.5% | +18.7% | -27.2% | -15.3% |
| 1Y | -12.1% | +16.4% | -28.5% | -18.4% |
| 3Y | -13.2% | +22.0% | -35.2% | -21.6% |
| All | -33.5% | +140.6% | -174.2% | -44.3% |
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