-26.1%
WDAY vs BHP
+81.1%
-107.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.7% | -6.6% | -4.8% |
| 7D | -6.1% | +1.3% | -7.4% | -6.1% |
| 30D | +3.7% | +4.0% | -0.3% | +3.8% |
| 3M | +29.6% | +12.3% | +17.3% | +29.8% |
| 6M | +23.3% | +30.8% | -7.5% | +21.9% |
| YTD | -13.3% | +58.8% | -72.0% | -18.2% |
| 1Y | -19.6% | +76.8% | -96.5% | -26.1% |
| All | -26.1% | +81.1% | -107.2% | -35.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling