+222.6%
WAB vs BHP
+123.9%
+98.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | +0.2% | +0.9% | -0.7% | -0.1% |
| 30D | -4.6% | +4.0% | -8.6% | -6.0% |
| 3M | +5.6% | +11.3% | -5.6% | +1.1% |
| 6M | +13.8% | +29.3% | -15.5% | +2.6% |
| YTD | +31.9% | +59.2% | -27.4% | +9.6% |
| 1Y | +48.3% | +80.8% | -32.6% | +17.4% |
| 3Y | +167.1% | +88.0% | +79.2% | +103.8% |
| All | +222.6% | +123.9% | +98.7% | +124.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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