-30.6%
WDAY vs JHX
-27.7%
-3.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.1% |
| 7D | -5.2% | -6.3% | +1.2% | -3.9% |
| 30D | +5.9% | -7.7% | +13.7% | +7.6% |
| 3M | +42.3% | +19.2% | +23.1% | +37.1% |
| 6M | +34.7% | +38.3% | -3.5% | +24.3% |
| YTD | -13.5% | +37.2% | -50.7% | -20.6% |
| 1Y | -18.1% | +42.3% | -60.4% | -25.9% |
| 3Y | -26.4% | -4.4% | -22.0% | -33.0% |
| All | -30.6% | -27.7% | -3.0% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 JHX 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