+148.1%
WDAY vs KHC
-42.6%
+190.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.2% |
| 7D | -4.0% | -2.0% | -2.0% | -3.5% |
| 30D | +1.9% | +9.7% | -7.7% | -0.3% |
| 3M | +5.9% | -2.0% | +7.9% | +6.4% |
| 6M | +48.8% | +5.4% | +43.4% | +47.4% |
| YTD | -11.4% | +5.9% | -17.4% | -12.6% |
| 1Y | -15.5% | +7.5% | -23.0% | -16.9% |
| 3Y | -15.6% | -12.4% | -3.2% | -14.2% |
| 5Y | -35.2% | -15.8% | -19.3% | -34.3% |
| 10Y | +123.9% | -54.1% | +177.9% | +170.2% |
| All | +148.1% | -42.6% | +190.6% | +166.3% |
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