+477.8%
BHP vs WCC
+518.6%
-40.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -3.2% | -2.1% | -4.2% |
| 7D | -3.7% | +1.7% | -5.4% | -4.3% |
| 30D | -0.8% | -6.1% | +5.2% | +1.0% |
| 3M | +7.6% | +3.1% | +4.5% | +5.7% |
| 6M | +20.8% | +28.2% | -7.4% | +9.8% |
| YTD | +50.8% | +41.1% | +9.7% | +32.3% |
| 1Y | +70.9% | +61.3% | +9.6% | +42.5% |
| 3Y | +78.0% | +123.6% | -45.6% | +23.6% |
| 5Y | +113.1% | +214.8% | -101.7% | +21.1% |
| All | +477.8% | +518.6% | -40.8% | +114.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 10y: compounded portfolio wealth divided by compounded WCC 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…
10y analysis · Full analysis span regression · 6 months rolling