+155.3%
WDAY vs KHC
-41.6%
+196.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.7% | -5.2% |
| 7D | -4.4% | -1.8% | -2.6% | -4.0% |
| 30D | +14.7% | -1.9% | +16.6% | +15.4% |
| 3M | +32.4% | +14.4% | +18.0% | +29.0% |
| 6M | +36.9% | +8.7% | +28.2% | +34.7% |
| YTD | -8.8% | +7.8% | -16.6% | -10.3% |
| 1Y | -15.3% | -1.5% | -13.8% | -15.1% |
| 3Y | -21.2% | -9.9% | -11.3% | -20.4% |
| 5Y | -29.5% | -10.7% | -18.8% | -29.6% |
| 10Y | +120.0% | -55.7% | +175.7% | +172.7% |
| All | +155.3% | -41.6% | +196.9% | +173.2% |
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 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