+10,726.6%
WAT vs BHP
+3,272.0%
+7,454.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -1.3% | -2.9% | +1.6% | -0.5% |
| 30D | +2.3% | +3.4% | -1.0% | +1.4% |
| 3M | +8.7% | +4.1% | +4.7% | +7.2% |
| 6M | +28.3% | +20.6% | +7.7% | +21.4% |
| YTD | +7.8% | +56.1% | -48.3% | -5.2% |
| 1Y | +36.6% | +69.6% | -33.0% | +17.1% |
| 3Y | +45.7% | +78.8% | -33.1% | +22.3% |
| 5Y | -3.3% | +113.1% | -116.4% | -24.0% |
| 10Y | +162.1% | +505.9% | -343.8% | +53.1% |
| All | +10,726.6% | +3,272.0% | +7,454.6% | +4,593.5% |
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 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