+417.4%
WDC vs BHP
+65.8%
+351.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -2.5% | +8.3% | +8.1% |
| 7D | +1.7% | -5.0% | +6.7% | +6.4% |
| 30D | -10.0% | +1.2% | -11.1% | -12.2% |
| 3M | -18.8% | +1.8% | -20.6% | -21.0% |
| 6M | +79.0% | +18.0% | +61.0% | +51.7% |
| YTD | +171.6% | +52.7% | +118.8% | +90.0% |
| 1Y | +417.4% | +66.0% | +351.4% | +247.9% |
| All | +417.4% | +65.8% | +351.6% | +247.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling