+113.3%
WDAY vs KHC
-55.4%
+168.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | +0.1% |
| 7D | -7.4% | -4.8% | -2.6% | -6.4% |
| 30D | +1.0% | +0.3% | +0.7% | +1.1% |
| 3M | +32.7% | +6.7% | +26.0% | +31.6% |
| 6M | +25.6% | +4.2% | +21.4% | +24.9% |
| YTD | -13.4% | +6.7% | -20.1% | -14.4% |
| 1Y | -19.4% | -1.4% | -18.0% | -19.2% |
| 3Y | -25.8% | -11.8% | -14.0% | -24.8% |
| 5Y | -31.1% | -13.4% | -17.7% | -30.6% |
| 10Y | +113.3% | -54.3% | +167.6% | +139.5% |
| All | +113.3% | -55.4% | +168.8% | +139.5% |
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