+282.6%
WDAY vs HUM
+500.8%
-218.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.4% | -5.2% | -4.9% |
| 7D | -6.1% | +2.1% | -8.2% | -6.5% |
| 30D | +3.7% | +4.7% | -1.0% | +2.7% |
| 3M | +29.6% | +13.5% | +16.1% | +25.9% |
| 6M | +23.3% | +126.7% | -103.3% | +4.0% |
| YTD | -13.3% | +58.5% | -71.8% | -22.1% |
| 1Y | -19.6% | +31.7% | -51.4% | -25.6% |
| 3Y | -25.7% | -10.6% | -15.0% | -27.3% |
| 5Y | -31.6% | +2.5% | -34.0% | -36.7% |
| 10Y | +109.9% | +148.7% | -38.7% | +57.7% |
| All | +282.6% | +500.8% | -218.2% | +165.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling