-28.6%
WDAY vs THC
+250.3%
-279.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.6% | -6.0% | -5.5% |
| 7D | -4.4% | -0.7% | -3.7% | -4.2% |
| 30D | +14.7% | +1.3% | +13.5% | +14.3% |
| 3M | +32.4% | +64.2% | -31.9% | +18.4% |
| 6M | +36.9% | +8.3% | +28.6% | +33.6% |
| YTD | -8.8% | +33.4% | -42.2% | -15.8% |
| 1Y | -15.3% | +37.7% | -53.0% | -22.9% |
| 3Y | -21.2% | +236.8% | -258.0% | -47.0% |
| All | -28.6% | +250.3% | -279.0% | -53.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling