+85.8%
WAT vs BHP
+58.0%
+27.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.4% |
| 7D | +3.4% | +3.8% | -0.4% | +2.2% |
| 30D | +9.6% | -6.5% | +16.1% | +11.9% |
| 3M | +15.5% | -8.5% | +24.0% | +18.5% |
| 6M | +33.9% | -2.2% | +36.1% | +33.4% |
| YTD | +25.2% | +40.0% | -14.8% | +8.1% |
| 1Y | +26.3% | +51.3% | -25.0% | +5.5% |
| 3Y | +85.8% | +56.5% | +29.3% | +48.7% |
| All | +85.8% | +58.0% | +27.8% | +48.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling