-13.2%
WDAY vs THC
+423.7%
-436.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.3% | +3.3% | +3.1% |
| 7D | +1.8% | +1.0% | +0.9% | +1.7% |
| 30D | +4.1% | +5.3% | -1.2% | +3.3% |
| 3M | -4.8% | +7.1% | -12.0% | -5.8% |
| 6M | +68.6% | +46.0% | +22.6% | +61.1% |
| YTD | -8.5% | +43.9% | -52.5% | -12.7% |
| 1Y | -12.1% | +45.4% | -57.5% | -16.3% |
| 3Y | -13.2% | +421.3% | -434.5% | -29.3% |
| All | -13.2% | +423.7% | -436.9% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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