-11.7%
WDAY vs HWM
+330.9%
-342.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.5% | -6.1% | -3.8% |
| 7D | -2.5% | +3.4% | -5.9% | -2.7% |
| 30D | +4.7% | -7.5% | +12.2% | +5.2% |
| 3M | +13.3% | -28.9% | +42.2% | +16.1% |
| 6M | +57.3% | -19.6% | +76.9% | +58.8% |
| YTD | -10.2% | +0.6% | -10.8% | -14.2% |
| 1Y | -14.1% | +0.3% | -14.4% | -17.9% |
| 3Y | -11.7% | +326.1% | -337.8% | -34.4% |
| All | -11.7% | +330.9% | -342.6% | -34.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling