+621.7%
HPE vs WCC
+681.8%
-60.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.9% | -8.4% | -6.1% |
| 7D | -0.6% | +4.5% | -5.1% | -2.5% |
| 30D | -2.3% | -5.8% | +3.5% | -0.1% |
| 3M | -2.9% | -3.7% | +0.8% | -1.5% |
| 6M | +143.6% | +23.1% | +120.5% | +123.0% |
| YTD | +118.5% | +44.2% | +74.4% | +87.3% |
| 1Y | +129.2% | +62.1% | +67.1% | +86.6% |
| 3Y | +212.5% | +121.1% | +91.4% | +114.4% |
| 5Y | +286.9% | +214.0% | +72.9% | +118.3% |
| 10Y | +432.3% | +472.8% | -40.4% | +106.7% |
| All | +621.7% | +681.8% | -60.1% | +128.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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