-13.2%
WDAY vs HST
+87.2%
-100.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.1% | +3.1% | +3.1% |
| 7D | +1.8% | +3.6% | -1.7% | +0.8% |
| 30D | +4.1% | +11.2% | -7.1% | +0.9% |
| 3M | -4.8% | +13.1% | -17.9% | -8.2% |
| 6M | +68.6% | +23.9% | +44.7% | +57.9% |
| YTD | -8.5% | +52.3% | -60.8% | -20.4% |
| 1Y | -12.1% | +56.7% | -68.8% | -24.4% |
| 3Y | -13.2% | +87.5% | -100.7% | -25.9% |
| All | -13.2% | +87.2% | -100.4% | -25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling