-19.6%
WDAY vs HWM
+30.1%
-49.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -10.7% | +5.8% | -7.3% |
| 7D | -6.1% | -9.2% | +3.1% | -8.0% |
| 30D | +3.7% | -17.9% | +21.6% | -1.8% |
| 3M | +29.6% | -6.0% | +35.6% | +28.2% |
| 6M | +23.3% | -7.4% | +30.7% | +22.9% |
| YTD | -13.3% | +13.1% | -26.4% | -14.2% |
| 1Y | -19.6% | +29.3% | -48.9% | -19.0% |
| All | -19.6% | +30.1% | -49.8% | -19.0% |
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