+52.9%
WAT vs BHP
+87.4%
-34.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -2.1% |
| 7D | -0.7% | +1.3% | -2.0% | -1.1% |
| 30D | -1.0% | +4.0% | -4.9% | -2.3% |
| 3M | +10.9% | +12.3% | -1.4% | +6.4% |
| 6M | +33.2% | +30.8% | +2.4% | +20.7% |
| YTD | +6.1% | +58.8% | -52.7% | -11.5% |
| 1Y | +30.2% | +76.8% | -46.6% | +3.4% |
| 3Y | +52.9% | +87.5% | -34.6% | +16.3% |
| All | +52.9% | +87.4% | -34.5% | +16.3% |
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 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