+291.5%
WDAY vs HSY
+242.1%
+49.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.2% |
| 7D | -4.8% | -2.3% | -2.4% | -4.1% |
| 30D | +2.5% | +6.3% | -3.8% | +0.7% |
| 3M | +8.8% | -5.2% | +14.0% | +10.3% |
| 6M | +60.7% | -8.3% | +69.0% | +64.2% |
| YTD | -11.2% | -2.7% | -8.6% | -12.0% |
| 1Y | -15.6% | +0.1% | -15.8% | -17.2% |
| 3Y | -17.1% | -1.0% | -16.1% | -20.1% |
| 5Y | -35.7% | +10.6% | -46.3% | -41.1% |
| 10Y | +130.4% | +127.0% | +3.4% | +67.7% |
| All | +291.5% | +242.1% | +49.5% | +179.8% |
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