+12,123.5%
WAT vs BHP
+2,902.4%
+9,221.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | 0.0% | -1.4% |
| 7D | +2.0% | +2.5% | -0.4% | +1.4% |
| 30D | +7.7% | -5.2% | +12.9% | +9.1% |
| 3M | +11.1% | -8.7% | +19.8% | +13.5% |
| 6M | +31.2% | -6.9% | +38.1% | +32.8% |
| YTD | +21.7% | +39.0% | -17.3% | +10.1% |
| 1Y | +19.3% | +48.9% | -29.6% | +6.0% |
| 3Y | +80.6% | +55.4% | +25.2% | +57.2% |
| 5Y | +29.5% | +119.2% | -89.7% | +1.2% |
| 10Y | +225.3% | +340.5% | -115.2% | +105.8% |
| All | +12,123.5% | +2,902.4% | +9,221.0% | +5,354.0% |
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