+112.2%
WDAY vs HUBS
+323.9%
-211.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | -0.1% |
| 7D | -5.2% | -9.0% | +3.8% | -0.7% |
| 30D | +5.9% | +7.2% | -1.3% | +2.4% |
| 3M | +42.3% | +20.9% | +21.4% | +28.4% |
| 6M | +34.7% | -13.0% | +47.8% | +39.6% |
| YTD | -13.5% | -43.8% | +30.3% | +9.0% |
| 1Y | -18.1% | -54.6% | +36.6% | +12.8% |
| 3Y | -26.4% | -58.5% | +32.1% | -0.2% |
| 5Y | -30.6% | -66.4% | +35.8% | -7.1% |
| All | +112.2% | +323.9% | -211.7% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBS.
Daily Out/Under-Performance
Portfolio return minus HUBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBS 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 10y: compounded portfolio wealth divided by compounded HUBS 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…
10y analysis · Full analysis span regression · 6 months rolling