-13.5%
WDAY vs HST
+76.4%
-89.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.3% | +0.7% | +1.9% |
| 7D | -1.2% | +3.3% | -4.6% | -1.4% |
| 30D | +6.8% | +16.4% | -9.5% | +6.1% |
| 3M | +17.8% | +5.5% | +12.4% | +17.3% |
| 6M | +57.8% | +31.1% | +26.7% | +57.3% |
| YTD | -6.0% | +55.9% | -62.0% | -7.6% |
| 1Y | -13.5% | +75.6% | -89.2% | -17.5% |
| All | -13.5% | +76.4% | -89.9% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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