+591.8%
BHP vs WU
-19.6%
+611.4%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.6% | +0.2% |
| 7D | -2.9% | -0.8% | -2.1% | -2.5% |
| 30D | +3.4% | -1.1% | +4.5% | +3.6% |
| 3M | +4.1% | -3.9% | +7.9% | +3.6% |
| 6M | +20.6% | -20.7% | +41.2% | +32.2% |
| YTD | +56.1% | -18.4% | +74.4% | +67.3% |
| 1Y | +69.6% | -8.1% | +77.7% | +68.3% |
| 3Y | +78.8% | -24.2% | +103.0% | +90.1% |
| 5Y | +113.1% | -50.4% | +163.5% | +177.7% |
| 10Y | +505.9% | -40.0% | +545.9% | +562.4% |
| All | +591.8% | -19.6% | +611.4% | +445.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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