+123.9%
WDAY vs HWM
+1,230.5%
-1,106.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.1% | -6.5% | -2.5% |
| 7D | -4.0% | +1.6% | -5.6% | -4.5% |
| 30D | +1.9% | -3.9% | +5.9% | +2.3% |
| 3M | +5.9% | -23.2% | +29.1% | +11.6% |
| 6M | +48.8% | -20.0% | +68.8% | +54.2% |
| YTD | -11.4% | +5.7% | -17.1% | -15.7% |
| 1Y | -15.5% | +4.9% | -20.4% | -19.5% |
| 3Y | -15.6% | +347.0% | -362.6% | -46.9% |
| 5Y | -35.2% | +563.0% | -598.2% | -63.5% |
| 10Y | +123.9% | +1,579.2% | -1,455.3% | +1.1% |
| All | +123.9% | +1,230.5% | -1,106.6% | +0.5% |
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