+11.4%
WBD vs BHP
+496.8%
-485.5%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.3% | -0.5% |
| 7D | -0.7% | -3.6% | +2.9% | +0.6% |
| 30D | +1.4% | -1.2% | +2.6% | +1.6% |
| 3M | +4.4% | +1.2% | +3.2% | +3.0% |
| 6M | +0.8% | +21.4% | -20.6% | -8.6% |
| YTD | -2.7% | +50.4% | -53.1% | -20.2% |
| 1Y | +73.4% | +67.5% | +5.9% | +35.1% |
| 3Y | +142.1% | +72.8% | +69.3% | +84.4% |
| 5Y | +7.2% | +112.6% | -105.4% | -26.0% |
| All | +11.4% | +496.8% | -485.5% | -47.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling