-15.3%
WDAY vs HUBB
+8.5%
-23.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.3% |
| 7D | -4.4% | +0.5% | -4.9% | -4.2% |
| 30D | +14.7% | -10.0% | +24.8% | +10.0% |
| 3M | +32.4% | -4.8% | +37.1% | +29.9% |
| 6M | +36.9% | -5.6% | +42.4% | +34.0% |
| YTD | -8.8% | +4.7% | -13.5% | -12.4% |
| 1Y | -15.3% | +6.7% | -22.0% | -20.8% |
| All | -15.3% | +8.5% | -23.7% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 1y: compounded portfolio wealth divided by compounded HUBB 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…
1y analysis · Full analysis span regression · 6 months rolling