+302.1%
WDAY vs HSY
+241.8%
+60.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.1% | -4.3% | -5.1% |
| 7D | -4.4% | -3.3% | -1.1% | -3.4% |
| 30D | +14.7% | -2.8% | +17.6% | +15.7% |
| 3M | +32.4% | -4.5% | +36.9% | +34.2% |
| 6M | +36.9% | -24.2% | +61.1% | +47.2% |
| YTD | -8.8% | -2.7% | -6.1% | -9.5% |
| 1Y | -15.3% | -3.7% | -11.6% | -16.0% |
| 3Y | -21.2% | -11.5% | -9.7% | -20.9% |
| 5Y | -29.5% | +10.3% | -39.8% | -35.4% |
| 10Y | +120.0% | +122.1% | -2.1% | +61.3% |
| All | +302.1% | +241.8% | +60.3% | +187.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling