+224.7%
HPE vs WDAY
-12.7%
+237.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.0% | -6.8% | -4.2% |
| 7D | +7.9% | +1.8% | +6.0% | +7.5% |
| 30D | -23.5% | +4.1% | -27.6% | -24.1% |
| 3M | -19.1% | -4.8% | -14.2% | -18.7% |
| 6M | +51.4% | +68.6% | -17.2% | +31.3% |
| YTD | +103.4% | -8.5% | +112.0% | +112.1% |
| 1Y | +114.4% | -12.1% | +126.5% | +126.2% |
| 3Y | +224.7% | -13.2% | +237.9% | +196.2% |
| All | +224.7% | -12.7% | +237.4% | +196.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling