+144.0%
WDAY vs KHC
-50.5%
+194.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.6% | +0.5% | +2.5% |
| 7D | +1.8% | +2.0% | -0.2% | +1.4% |
| 30D | +4.1% | +10.6% | -6.5% | +1.9% |
| 3M | -4.8% | +0.5% | -5.4% | -5.0% |
| 6M | +68.6% | +12.1% | +56.6% | +65.4% |
| YTD | -8.5% | +8.9% | -17.4% | -10.0% |
| 1Y | -12.1% | +7.5% | -19.6% | -13.3% |
| 3Y | -13.2% | -10.7% | -2.5% | -12.3% |
| 5Y | -33.7% | -13.2% | -20.6% | -33.3% |
| All | +144.0% | -50.5% | +194.5% | +168.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KHC.
Daily Out/Under-Performance
Portfolio return minus KHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KHC 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 10y: compounded portfolio wealth divided by compounded KHC 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…
10y analysis · Full analysis span regression · 6 months rolling