+161.8%
WAT vs BHP
+498.2%
-336.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.3% | +4.5% | +1.0% |
| 7D | -2.9% | -3.7% | +0.8% | -1.7% |
| 30D | -3.2% | -0.8% | -2.4% | -3.1% |
| 3M | +10.6% | +7.6% | +3.0% | +7.4% |
| 6M | +34.0% | +20.8% | +13.2% | +24.7% |
| YTD | +5.7% | +50.8% | -45.0% | -9.4% |
| 1Y | +37.1% | +70.9% | -33.9% | +12.0% |
| 3Y | +52.4% | +78.0% | -25.6% | +21.2% |
| 5Y | -4.4% | +113.1% | -117.5% | -30.6% |
| All | +161.8% | +498.2% | -336.5% | +44.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling