+112.2%
WDAY vs HUM
+152.7%
-40.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.3% | -1.9% | -0.1% |
| 7D | -5.2% | +2.1% | -7.2% | -5.5% |
| 30D | +5.9% | +5.4% | +0.5% | +4.8% |
| 3M | +42.3% | +11.4% | +30.9% | +38.7% |
| 6M | +34.7% | +141.5% | -106.8% | +11.3% |
| YTD | -13.5% | +61.2% | -74.7% | -22.9% |
| 1Y | -18.1% | +49.2% | -67.2% | -26.2% |
| 3Y | -26.4% | -9.0% | -17.3% | -27.8% |
| 5Y | -30.6% | +7.2% | -37.8% | -37.2% |
| All | +112.2% | +152.7% | -40.5% | +56.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling