-12.1%
WDAY vs BHP
+46.1%
-58.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.3% | +4.3% | +2.6% |
| 7D | +1.8% | -0.5% | +2.3% | +1.7% |
| 30D | +4.1% | -4.5% | +8.6% | +2.6% |
| 3M | -4.8% | -6.9% | +2.0% | -6.7% |
| 6M | +68.6% | -10.6% | +79.2% | +65.0% |
| YTD | -8.5% | +37.2% | -45.7% | -1.8% |
| 1Y | -12.1% | +48.0% | -60.1% | -5.1% |
| All | -12.1% | +46.1% | -58.2% | -5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling