+508.2%
BHP vs WU
-21.8%
+530.0%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.6% | -2.0% |
| 7D | -0.5% | -2.0% | +1.5% | +0.5% |
| 30D | -4.5% | +11.4% | -15.9% | -10.4% |
| 3M | -6.9% | -6.8% | -0.1% | -4.5% |
| 6M | -10.6% | -14.6% | +4.1% | -6.2% |
| YTD | +37.2% | -20.6% | +57.8% | +47.6% |
| 1Y | +48.0% | -15.4% | +63.4% | +53.4% |
| 3Y | +52.6% | -23.6% | +76.2% | +60.6% |
| 5Y | +116.5% | -43.4% | +159.8% | +158.4% |
| 10Y | +334.9% | -38.8% | +373.7% | +363.5% |
| All | +508.2% | -21.8% | +530.0% | +381.1% |
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