+303.5%
WDAY vs BHP
+191.2%
+112.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.3% | +4.3% | +3.4% |
| 7D | +1.8% | -0.5% | +2.3% | +1.9% |
| 30D | +4.1% | -4.5% | +8.6% | +5.1% |
| 3M | -4.8% | -6.9% | +2.0% | -3.4% |
| 6M | +68.6% | -10.6% | +79.2% | +71.4% |
| YTD | -8.5% | +37.2% | -45.7% | -20.4% |
| 1Y | -12.1% | +48.0% | -60.1% | -25.5% |
| 3Y | -13.2% | +52.6% | -65.7% | -28.9% |
| 5Y | -33.7% | +116.5% | -150.2% | -53.1% |
| 10Y | +137.4% | +334.9% | -197.5% | +25.8% |
| All | +303.5% | +191.2% | +112.3% | +125.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling