+127.0%
WDAY vs HST
+138.5%
-11.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | -2.5% | -2.7% | +0.2% | -1.7% |
| 30D | +4.7% | +10.7% | -6.0% | +1.1% |
| 3M | +13.3% | +6.3% | +7.1% | +10.8% |
| 6M | +57.3% | +19.0% | +38.3% | +47.7% |
| YTD | -10.2% | +47.0% | -57.2% | -21.9% |
| 1Y | -14.1% | +53.4% | -67.5% | -26.4% |
| 3Y | -11.7% | +78.0% | -89.7% | -29.4% |
| 5Y | -33.5% | +71.7% | -105.1% | -47.0% |
| All | +127.0% | +138.5% | -11.5% | +49.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling