+370.3%
HPE vs WDAY
+136.5%
+233.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.0% | -6.8% | -4.5% |
| 7D | +7.9% | +1.8% | +6.0% | +7.3% |
| 30D | -23.5% | +4.1% | -27.6% | -24.4% |
| 3M | -19.1% | -4.8% | -14.2% | -18.7% |
| 6M | +51.4% | +68.6% | -17.2% | +27.9% |
| YTD | +103.4% | -8.5% | +112.0% | +101.6% |
| 1Y | +114.4% | -12.1% | +126.5% | +114.6% |
| 3Y | +224.7% | -13.2% | +237.9% | +219.7% |
| 5Y | +277.8% | -33.7% | +311.5% | +286.7% |
| All | +370.3% | +136.5% | +233.8% | +241.7% |
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