+280.1%
WDAY vs JHX
+315.8%
-35.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +0.1% |
| 7D | -10.5% | -4.9% | -5.7% | -9.4% |
| 30D | +2.1% | -9.3% | +11.4% | +4.7% |
| 3M | +34.6% | +28.1% | +6.6% | +25.2% |
| 6M | +29.9% | +35.2% | -5.3% | +17.0% |
| YTD | -13.8% | +35.9% | -49.7% | -23.0% |
| 1Y | -18.3% | +42.5% | -60.8% | -28.6% |
| 3Y | -26.2% | -4.5% | -21.7% | -33.5% |
| 5Y | -30.8% | -27.1% | -3.7% | -33.9% |
| 10Y | +112.2% | +104.2% | +8.0% | +36.2% |
| All | +280.1% | +315.8% | -35.7% | +115.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling