-31.6%
WDAY vs KHC
-10.2%
-21.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.2% | -5.1% | -4.9% |
| 7D | -6.1% | -2.2% | -3.9% | -5.7% |
| 30D | +3.7% | -0.1% | +3.8% | +3.7% |
| 3M | +29.6% | +8.3% | +21.2% | +28.7% |
| 6M | +23.3% | +5.0% | +18.4% | +22.9% |
| YTD | -13.3% | +8.0% | -21.3% | -13.9% |
| 1Y | -19.6% | -1.1% | -18.5% | -19.5% |
| 3Y | -25.7% | -10.7% | -15.0% | -25.3% |
| 5Y | -31.6% | -13.5% | -18.0% | -28.0% |
| All | -31.6% | -10.2% | -21.3% | -28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling