-18.3%
WDAY vs BHP
+71.4%
-89.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.3% | +4.8% | -2.2% |
| 7D | -10.5% | -3.7% | -6.8% | -11.6% |
| 30D | +2.1% | -0.8% | +3.0% | +2.2% |
| 3M | +34.6% | +7.6% | +27.0% | +39.2% |
| 6M | +29.9% | +20.8% | +9.1% | +39.1% |
| YTD | -13.8% | +50.8% | -64.6% | -8.9% |
| 1Y | -18.3% | +70.9% | -89.2% | -15.2% |
| All | -18.3% | +71.4% | -89.7% | -15.2% |
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