+302.1%
WDAY vs HRB
+379.2%
-77.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.0% | -1.4% | -4.4% |
| 7D | -4.4% | -5.7% | +1.3% | -2.9% |
| 30D | +14.7% | +7.9% | +6.8% | +12.0% |
| 3M | +32.4% | +32.1% | +0.2% | +23.3% |
| 6M | +36.9% | +62.2% | -25.4% | +21.3% |
| YTD | -8.8% | +16.4% | -25.2% | -13.3% |
| 1Y | -15.3% | -0.3% | -15.0% | -16.8% |
| 3Y | -21.2% | +36.0% | -57.2% | -29.2% |
| 5Y | -29.5% | +125.2% | -154.7% | -44.5% |
| 10Y | +120.0% | +237.7% | -117.6% | +41.5% |
| All | +302.1% | +379.2% | -77.1% | +146.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling