+130.4%
WDAY vs HWM
+1,494.1%
-1,363.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.9% | -5.3% |
| 7D | -4.4% | -2.1% | -2.3% | -3.9% |
| 30D | +14.7% | -11.0% | +25.7% | +17.7% |
| 3M | +32.4% | +4.0% | +28.3% | +30.1% |
| 6M | +36.9% | -0.2% | +37.1% | +34.7% |
| YTD | -8.8% | +26.7% | -35.5% | -16.2% |
| 1Y | -15.3% | +44.7% | -60.0% | -25.1% |
| 3Y | -21.2% | +426.1% | -447.3% | -51.9% |
| 5Y | -29.5% | +738.5% | -768.0% | -62.2% |
| All | +130.4% | +1,494.1% | -1,363.6% | -0.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling