+489.7%
HPE vs WDAY
+114.2%
+375.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.5% | -5.7% | -6.1% |
| 7D | +1.4% | -10.5% | +12.0% | +4.2% |
| 30D | +1.5% | +2.1% | -0.6% | +0.2% |
| 3M | +21.7% | +34.6% | -12.9% | +9.9% |
| 6M | +164.2% | +29.9% | +134.3% | +138.2% |
| YTD | +132.1% | -13.8% | +145.9% | +134.6% |
| 1Y | +130.6% | -18.3% | +148.9% | +136.2% |
| 3Y | +244.1% | -26.2% | +270.3% | +254.8% |
| 5Y | +340.8% | -30.8% | +371.6% | +346.1% |
| All | +489.7% | +114.2% | +375.5% | +339.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WDAY.
Daily Out/Under-Performance
Portfolio return minus WDAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WDAY 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 10y: compounded portfolio wealth divided by compounded WDAY 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…
10y analysis · Full analysis span regression · 6 months rolling