-33.5%
WDAY vs HWM
+591.3%
-624.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.0% | +4.1% | +3.3% |
| 7D | +1.8% | +7.3% | -5.5% | +0.3% |
| 30D | +4.1% | +1.6% | +2.5% | +3.3% |
| 3M | -4.8% | -21.9% | +17.0% | +0.1% |
| 6M | +68.6% | -19.0% | +87.7% | +74.7% |
| YTD | -8.5% | +7.9% | -16.5% | -15.1% |
| 1Y | -12.1% | +9.9% | -22.0% | -19.0% |
| 3Y | -13.2% | +342.1% | -355.3% | -57.2% |
| All | -33.5% | +591.3% | -624.8% | -74.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling