-19.6%
WDAY vs HST
+36.9%
-56.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.1% | -4.9% | -4.9% |
| 7D | -6.1% | +2.0% | -8.1% | -6.1% |
| 30D | +3.7% | -5.2% | +8.9% | +3.8% |
| 3M | +29.6% | -6.2% | +35.8% | +30.4% |
| 6M | +23.3% | +20.4% | +2.9% | +22.4% |
| YTD | -13.3% | +30.6% | -43.9% | -13.8% |
| 1Y | -19.6% | +37.4% | -57.0% | -23.5% |
| All | -19.6% | +36.9% | -56.5% | -23.5% |
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