+128.2%
WDAY vs HUBS
+578.5%
-450.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | +0.8% |
| 7D | -10.5% | -12.4% | +1.8% | -4.8% |
| 30D | +2.1% | +1.4% | +0.7% | +1.5% |
| 3M | +34.6% | +16.0% | +18.7% | +24.6% |
| 6M | +29.9% | -17.0% | +46.9% | +37.6% |
| YTD | -13.8% | -44.3% | +30.5% | +8.1% |
| 1Y | -18.3% | -54.3% | +36.0% | +10.7% |
| 3Y | -26.2% | -58.4% | +32.2% | -0.9% |
| 5Y | -30.8% | -66.7% | +35.9% | -7.7% |
| 10Y | +112.2% | +315.9% | -203.7% | -12.1% |
| All | +128.2% | +578.5% | -450.2% | -20.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling