+362.8%
HPE vs WDAY
-31.5%
+394.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.1% | +5.2% | +5.1% |
| 7D | +13.6% | -7.4% | +21.0% | +15.4% |
| 30D | +7.7% | +1.0% | +6.7% | +6.8% |
| 3M | +22.4% | +32.7% | -10.3% | +12.6% |
| 6M | +172.6% | +25.6% | +147.0% | +152.0% |
| YTD | +147.5% | -13.4% | +160.9% | +153.2% |
| 1Y | +151.8% | -19.4% | +171.2% | +162.3% |
| 3Y | +267.1% | -25.8% | +292.8% | +281.7% |
| 5Y | +362.8% | -31.1% | +393.9% | +355.5% |
| All | +362.8% | -31.5% | +394.3% | +355.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling