-31.1%
WDAY vs BHP
+126.1%
-157.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | -7.4% | +0.9% | -8.3% | -7.5% |
| 30D | +1.0% | +4.0% | -3.0% | +0.3% |
| 3M | +32.7% | +11.3% | +21.4% | +29.9% |
| 6M | +25.6% | +29.3% | -3.7% | +18.1% |
| YTD | -13.4% | +59.2% | -72.6% | -23.8% |
| 1Y | -19.4% | +80.8% | -100.2% | -31.9% |
| 3Y | -25.8% | +88.0% | -113.8% | -39.9% |
| 5Y | -31.1% | +126.6% | -157.7% | -45.7% |
| All | -31.1% | +126.1% | -157.2% | -45.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling