-4.1%
WAT vs BHP
+126.1%
-130.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -1.8% | +0.9% | -2.7% | -2.1% |
| 30D | -1.7% | +4.0% | -5.7% | -2.9% |
| 3M | +9.1% | +11.3% | -2.2% | +5.2% |
| 6M | +32.4% | +29.3% | +3.1% | +21.4% |
| YTD | +6.6% | +59.2% | -52.6% | -9.3% |
| 1Y | +34.7% | +80.8% | -46.1% | +9.4% |
| 3Y | +53.6% | +88.0% | -34.4% | +21.3% |
| 5Y | -4.1% | +126.6% | -130.7% | -28.4% |
| All | -4.1% | +126.1% | -130.2% | -28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling