+57.3%
WDAY vs HWM
-17.8%
+75.1%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.5% | -6.1% | -3.2% |
| 7D | -2.5% | +3.4% | -5.9% | -1.7% |
| 30D | +4.7% | -7.5% | +12.2% | +4.0% |
| 3M | +13.3% | -28.9% | +42.2% | +4.6% |
| 6M | +57.3% | -19.6% | +76.9% | +54.7% |
| All | +57.3% | -17.8% | +75.1% | +54.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling