+4,092.2%
WAB vs BHP
+3,640.4%
+451.9%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.1% | +0.9% |
| 7D | -3.2% | -2.9% | -0.3% | -2.0% |
| 30D | -4.4% | +3.4% | -7.8% | -5.9% |
| 3M | +7.9% | +4.1% | +3.8% | +5.3% |
| 6M | +8.7% | +20.6% | -11.9% | -0.3% |
| YTD | +33.0% | +56.1% | -23.1% | +9.2% |
| 1Y | +46.7% | +69.6% | -22.9% | +16.2% |
| 3Y | +153.0% | +78.8% | +74.2% | +92.4% |
| 5Y | +222.3% | +113.1% | +109.2% | +120.5% |
| 10Y | +291.0% | +505.9% | -214.9% | +70.1% |
| All | +4,092.2% | +3,640.4% | +451.9% | +885.3% |
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