+296.4%
WBD vs BHP
+903.8%
-607.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -1.1% |
| 7D | -0.7% | +1.3% | -2.0% | -1.2% |
| 30D | +5.0% | +4.0% | +1.0% | +3.3% |
| 3M | +6.2% | +12.3% | -6.1% | +0.7% |
| 6M | +0.6% | +30.8% | -30.2% | -10.9% |
| YTD | -2.4% | +58.8% | -61.2% | -20.5% |
| 1Y | +127.7% | +76.8% | +50.8% | +77.2% |
| 3Y | +148.4% | +87.5% | +60.9% | +88.1% |
| 5Y | +4.2% | +123.9% | -119.7% | -28.0% |
| 10Y | +10.8% | +504.4% | -493.6% | -51.0% |
| All | +296.4% | +903.8% | -607.4% | +32.0% |
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