+144.0%
WDAY vs HSY
+128.6%
+15.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.6% | +2.5% | +2.9% |
| 7D | +1.8% | -2.1% | +4.0% | +2.5% |
| 30D | +4.1% | +6.1% | -2.0% | +2.2% |
| 3M | -4.8% | -5.6% | +0.8% | -3.4% |
| 6M | +68.6% | -9.5% | +78.2% | +72.9% |
| YTD | -8.5% | -2.1% | -6.4% | -9.7% |
| 1Y | -12.1% | +0.8% | -12.9% | -14.1% |
| 3Y | -13.2% | -2.1% | -11.1% | -16.2% |
| 5Y | -33.7% | +11.2% | -45.0% | -40.4% |
| All | +144.0% | +128.6% | +15.4% | +87.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling