+4,845.2%
BHP vs WCN
+6,767.3%
-1,922.1%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.8% | +2.0% |
| 7D | +1.3% | -0.4% | +1.7% | +1.4% |
| 30D | +4.0% | -2.1% | +6.1% | +4.6% |
| 3M | +12.3% | +6.4% | +5.9% | +9.6% |
| 6M | +30.8% | -3.7% | +34.5% | +31.0% |
| YTD | +58.8% | -6.4% | +65.1% | +60.1% |
| 1Y | +76.8% | -7.9% | +84.8% | +78.9% |
| 3Y | +87.5% | +20.8% | +66.7% | +73.2% |
| 5Y | +123.9% | +29.0% | +94.9% | +101.6% |
| 10Y | +504.4% | +236.4% | +268.0% | +311.8% |
| All | +4,845.2% | +6,767.3% | -1,922.1% | +1,932.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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