+4,316.0%
WAB vs BHP
+3,188.2%
+1,127.8%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.4% | -0.3% |
| 7D | +5.1% | -0.5% | +5.6% | +5.3% |
| 30D | +4.0% | -4.5% | +8.5% | +5.9% |
| 3M | +0.1% | -6.9% | +7.0% | +2.7% |
| 6M | +12.8% | -10.6% | +23.3% | +16.7% |
| YTD | +40.1% | +37.2% | +2.9% | +21.0% |
| 1Y | +46.4% | +48.0% | -1.7% | +22.5% |
| 3Y | +167.4% | +52.6% | +114.8% | +116.7% |
| 5Y | +215.0% | +116.5% | +98.6% | +114.1% |
| 10Y | +269.2% | +334.9% | -65.7% | +83.3% |
| All | +4,316.0% | +3,188.2% | +1,127.8% | +991.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling