-15.3%
WDAY vs HWM
+48.6%
-63.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.9% | -5.5% |
| 7D | -4.4% | -2.1% | -2.3% | -5.1% |
| 30D | +14.7% | -11.0% | +25.7% | +10.2% |
| 3M | +32.4% | +4.0% | +28.3% | +34.0% |
| 6M | +36.9% | -0.2% | +37.1% | +39.3% |
| YTD | -8.8% | +26.7% | -35.5% | -7.4% |
| 1Y | -15.3% | +44.7% | -60.0% | -12.6% |
| All | -15.3% | +48.6% | -63.9% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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