-28.6%
WDAY vs HST
+74.0%
-102.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.3% | -5.7% | -5.5% |
| 7D | -4.4% | -1.0% | -3.3% | -4.0% |
| 30D | +14.7% | -12.3% | +27.0% | +20.3% |
| 3M | +32.4% | -6.4% | +38.7% | +35.4% |
| 6M | +36.9% | +15.0% | +21.9% | +28.1% |
| YTD | -8.8% | +30.5% | -39.4% | -19.2% |
| 1Y | -15.3% | +35.7% | -51.0% | -26.4% |
| 3Y | -21.2% | +68.4% | -89.6% | -39.8% |
| All | -28.6% | +74.0% | -102.6% | -46.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling