+111.5%
WDAY vs HSY
+130.0%
-18.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.8% | -0.9% |
| 7D | -10.5% | -0.4% | -10.1% | -10.4% |
| 30D | +2.1% | -3.4% | +5.6% | +3.2% |
| 3M | +34.6% | -0.5% | +35.1% | +35.1% |
| 6M | +29.9% | -19.1% | +49.0% | +37.3% |
| YTD | -13.8% | -2.1% | -11.8% | -14.8% |
| 1Y | -18.3% | -3.2% | -15.0% | -19.2% |
| 3Y | -26.2% | -8.8% | -17.3% | -26.6% |
| 5Y | -30.8% | +13.0% | -43.8% | -38.1% |
| All | +111.5% | +130.0% | -18.4% | +55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded HSY 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling