+111.8%
BHP vs WY
-22.2%
+134.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.4% |
| 7D | -3.6% | -4.2% | +0.6% | -1.9% |
| 30D | -1.2% | -10.1% | +8.9% | +3.1% |
| 3M | +1.2% | -8.5% | +9.7% | +4.3% |
| 6M | +21.4% | -3.3% | +24.7% | +22.2% |
| YTD | +50.4% | -4.4% | +54.8% | +51.3% |
| 1Y | +67.5% | -11.5% | +79.0% | +73.9% |
| 3Y | +72.8% | -24.3% | +97.1% | +89.2% |
| All | +111.8% | -22.2% | +134.0% | +131.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 5y: compounded portfolio wealth divided by compounded WY 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…
5y analysis · Full analysis span regression · 6 months rolling