+296.2%
WDAY vs HST
+174.0%
+122.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | -2.5% | -2.7% | +0.2% | -1.6% |
| 30D | +4.7% | +10.7% | -6.0% | +0.9% |
| 3M | +13.3% | +6.3% | +7.1% | +10.7% |
| 6M | +57.3% | +19.0% | +38.3% | +47.0% |
| YTD | -10.2% | +47.0% | -57.2% | -22.7% |
| 1Y | -14.1% | +53.4% | -67.5% | -27.2% |
| 3Y | -11.7% | +78.0% | -89.7% | -30.5% |
| 5Y | -33.5% | +71.7% | -105.1% | -47.9% |
| 10Y | +133.1% | +146.2% | -13.1% | +42.7% |
| All | +296.2% | +174.0% | +122.2% | +142.4% |
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