+7.8%
WBD vs BHP
+112.0%
-104.1%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.3% | +6.4% | +3.2% |
| 7D | -0.6% | -3.7% | +3.1% | +0.9% |
| 30D | +4.2% | -0.8% | +5.0% | +4.3% |
| 3M | +7.5% | +7.6% | -0.1% | +3.1% |
| 6M | +1.6% | +20.8% | -19.2% | -8.5% |
| YTD | -2.2% | +50.8% | -52.9% | -21.7% |
| 1Y | +124.9% | +70.9% | +54.0% | +68.3% |
| 3Y | +149.1% | +78.0% | +71.1% | +79.1% |
| 5Y | +7.8% | +113.1% | -105.2% | -26.2% |
| All | +7.8% | +112.0% | -104.1% | -26.2% |
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