+127.0%
WDAY vs HWM
+1,166.3%
-1,039.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.5% | -6.1% | -4.2% |
| 7D | -2.5% | +3.4% | -5.9% | -3.4% |
| 30D | +4.7% | -7.5% | +12.2% | +6.0% |
| 3M | +13.3% | -28.9% | +42.2% | +21.5% |
| 6M | +57.3% | -19.6% | +76.9% | +62.7% |
| YTD | -10.2% | +0.6% | -10.8% | -13.5% |
| 1Y | -14.1% | +0.3% | -14.4% | -17.2% |
| 3Y | -11.7% | +326.1% | -337.8% | -43.8% |
| 5Y | -33.5% | +525.2% | -558.6% | -62.0% |
| 10Y | +133.1% | +1,492.9% | -1,359.8% | +6.4% |
| All | +127.0% | +1,166.3% | -1,039.2% | +3.1% |
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