-15.3%
WDAY vs HUM
+31.0%
-46.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.2% | -5.3% |
| 7D | -4.4% | +4.2% | -8.5% | -4.6% |
| 30D | +14.7% | +10.4% | +4.4% | +13.8% |
| 3M | +32.4% | +15.1% | +17.3% | +30.3% |
| 6M | +36.9% | +120.9% | -84.0% | +26.8% |
| YTD | -8.8% | +57.9% | -66.8% | -13.5% |
| 1Y | -15.3% | +30.6% | -45.8% | -18.4% |
| All | -15.3% | +31.0% | -46.3% | -18.4% |
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