+146.3%
WDAY vs KHC
-43.0%
+189.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | -4.6% | -1.1% | -3.4% | -4.3% |
| 30D | +1.2% | +8.8% | -7.6% | -0.8% |
| 3M | +2.6% | -1.2% | +3.8% | +2.9% |
| 6M | +47.8% | +4.6% | +43.1% | +46.7% |
| YTD | -12.1% | +5.1% | -17.2% | -13.1% |
| 1Y | -17.1% | +6.2% | -23.4% | -18.3% |
| 3Y | -17.9% | -12.9% | -5.0% | -16.4% |
| 5Y | -35.1% | -16.8% | -18.3% | -34.0% |
| 10Y | +130.1% | -52.4% | +182.6% | +171.5% |
| All | +146.3% | -43.0% | +189.3% | +164.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling