+131.0%
WDAY vs HST
+143.8%
-12.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.4% |
| 7D | -5.3% | -1.3% | -4.0% | -5.0% |
| 30D | +1.5% | +13.4% | -11.8% | -2.7% |
| 3M | +5.5% | +16.7% | -11.2% | 0.0% |
| 6M | +57.4% | +24.0% | +33.4% | +45.8% |
| YTD | -11.0% | +54.0% | -65.0% | -23.8% |
| 1Y | -15.8% | +55.0% | -70.8% | -28.1% |
| 3Y | -16.9% | +89.3% | -106.2% | -34.9% |
| 5Y | -35.3% | +85.4% | -120.7% | -49.7% |
| 10Y | +131.0% | +137.1% | -6.1% | +52.3% |
| All | +131.0% | +143.8% | -12.8% | +52.3% |
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