+302.1%
WDAY vs BHP
+231.2%
+70.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.0% | -5.3% |
| 7D | -4.4% | -2.9% | -1.5% | -3.6% |
| 30D | +14.7% | +3.4% | +11.4% | +13.5% |
| 3M | +32.4% | +4.1% | +28.3% | +29.8% |
| 6M | +36.9% | +20.6% | +16.3% | +26.8% |
| YTD | -8.8% | +56.1% | -64.9% | -23.1% |
| 1Y | -15.3% | +69.6% | -84.9% | -30.8% |
| 3Y | -21.2% | +78.8% | -100.0% | -38.2% |
| 5Y | -29.5% | +113.1% | -142.6% | -49.3% |
| 10Y | +120.0% | +505.9% | -385.8% | +6.3% |
| All | +302.1% | +231.2% | +70.9% | +117.5% |
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