-26.6%
WDAY vs HUM
-11.4%
-15.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -10.5% | -1.4% | -9.1% | -10.4% |
| 30D | +2.1% | +7.5% | -5.4% | +1.4% |
| 3M | +34.6% | +10.2% | +24.4% | +33.3% |
| 6M | +29.9% | +132.5% | -102.6% | +20.2% |
| YTD | -13.8% | +57.6% | -71.4% | -17.8% |
| 1Y | -18.3% | +48.6% | -66.9% | -21.9% |
| All | -26.6% | -11.4% | -15.2% | -34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling