-15.6%
WDAY vs KHC
-13.1%
-2.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.2% |
| 7D | -4.0% | -2.0% | -2.0% | -3.4% |
| 30D | +1.9% | +9.7% | -7.7% | -0.8% |
| 3M | +5.9% | -2.0% | +7.9% | +6.4% |
| 6M | +48.8% | +5.4% | +43.4% | +48.2% |
| YTD | -11.4% | +5.9% | -17.4% | -11.9% |
| 1Y | -15.5% | +7.5% | -23.0% | -16.2% |
| 3Y | -15.6% | -12.4% | -3.2% | -3.2% |
| All | -15.6% | -13.1% | -2.5% | -3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling