-26.2%
WDAY vs HUBB
+44.4%
-70.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | 0.0% |
| 7D | -7.4% | +1.1% | -8.5% | -7.4% |
| 30D | +1.0% | -9.6% | +10.6% | +1.4% |
| 3M | +32.7% | -6.2% | +38.9% | +32.0% |
| 6M | +25.6% | -6.2% | +31.7% | +24.0% |
| YTD | -13.4% | +3.4% | -16.7% | -17.1% |
| 1Y | -19.4% | +5.3% | -24.7% | -23.5% |
| All | -26.2% | +44.4% | -70.7% | -37.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling