+119.3%
WDAY vs HWM
+1,323.5%
-1,204.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -10.7% | +5.8% | -2.4% |
| 7D | -6.1% | -9.2% | +3.1% | -4.0% |
| 30D | +3.7% | -17.9% | +21.6% | +8.3% |
| 3M | +29.6% | -6.0% | +35.6% | +30.3% |
| 6M | +23.3% | -7.4% | +30.7% | +23.4% |
| YTD | -13.3% | +13.1% | -26.4% | -18.2% |
| 1Y | -19.6% | +29.3% | -48.9% | -27.0% |
| 3Y | -25.7% | +389.9% | -415.6% | -54.0% |
| 5Y | -31.6% | +655.5% | -687.1% | -62.4% |
| All | +119.3% | +1,323.5% | -1,204.3% | -2.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling