-13.5%
WDAY vs HUM
+51.1%
-64.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | -1.2% | +1.6% | -2.8% | -1.4% |
| 30D | +6.8% | +3.5% | +3.3% | +6.6% |
| 3M | +17.8% | +15.5% | +2.3% | +16.6% |
| 6M | +57.8% | +76.2% | -18.4% | +50.5% |
| YTD | -6.0% | +64.5% | -70.6% | -11.0% |
| 1Y | -13.5% | +50.0% | -63.6% | -17.6% |
| All | -13.5% | +51.1% | -64.6% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 HUM 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