+111.5%
WDAY vs BHP
+498.2%
-386.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.3% | +4.8% | +1.0% |
| 7D | -10.5% | -3.7% | -6.8% | -9.7% |
| 30D | +2.1% | -0.8% | +3.0% | +2.1% |
| 3M | +34.6% | +7.6% | +27.0% | +30.6% |
| 6M | +29.9% | +20.8% | +9.1% | +20.0% |
| YTD | -13.8% | +50.8% | -64.6% | -27.1% |
| 1Y | -18.3% | +70.9% | -89.2% | -34.2% |
| 3Y | -26.2% | +78.0% | -104.2% | -43.0% |
| 5Y | -30.8% | +113.1% | -143.9% | -51.7% |
| All | +111.5% | +498.2% | -386.7% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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