-18.3%
WDAY vs HUBB
+3.7%
-22.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | 0.0% | -0.7% |
| 7D | -10.5% | -1.7% | -8.9% | -11.1% |
| 30D | +2.1% | -12.7% | +14.8% | -3.2% |
| 3M | +34.6% | -2.9% | +37.6% | +32.6% |
| 6M | +29.9% | -4.8% | +34.7% | +26.6% |
| YTD | -13.8% | +2.8% | -16.6% | -17.9% |
| 1Y | -18.3% | +3.5% | -21.8% | -23.9% |
| All | -18.3% | +3.7% | -22.0% | -23.9% |
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