-33.5%
WDAY vs THC
+258.4%
-291.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.3% | +3.3% | +3.1% |
| 7D | +1.8% | +1.0% | +0.9% | +1.6% |
| 30D | +4.1% | +5.3% | -1.2% | +2.7% |
| 3M | -4.8% | +7.1% | -12.0% | -6.5% |
| 6M | +68.6% | +46.0% | +22.6% | +53.8% |
| YTD | -8.5% | +43.9% | -52.5% | -17.3% |
| 1Y | -12.1% | +45.4% | -57.5% | -20.9% |
| 3Y | -13.2% | +421.3% | -434.5% | -49.6% |
| All | -33.5% | +258.4% | -291.9% | -58.0% |
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