+302.1%
WDAY vs HST
+143.2%
+158.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +19.9% |
| 3M | +32.4% | -6.4% | +38.7% | +35.1% |
| 6M | +36.9% | +15.0% | +21.9% | +29.0% |
| YTD | -8.8% | +30.5% | -39.4% | -18.0% |
| 1Y | -15.3% | +35.7% | -51.0% | -25.2% |
| 3Y | -21.2% | +68.4% | -89.6% | -36.9% |
| 5Y | -29.5% | +73.1% | -102.6% | -44.9% |
| 10Y | +120.0% | +92.7% | +27.3% | +49.1% |
| All | +302.1% | +143.2% | +158.9% | +157.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling