+1,228.2%
WDC vs BHP
+498.2%
+730.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -5.3% | +0.9% | -1.0% |
| 7D | +4.4% | -3.7% | +8.1% | +7.0% |
| 30D | +5.3% | -0.8% | +6.1% | +5.2% |
| 3M | -5.9% | +7.6% | -13.5% | -10.3% |
| 6M | +73.2% | +20.8% | +52.4% | +54.2% |
| YTD | +167.8% | +50.8% | +117.1% | +108.9% |
| 1Y | +386.0% | +70.9% | +315.1% | +250.3% |
| 3Y | +1,309.7% | +78.0% | +1,231.7% | +861.2% |
| 5Y | +957.1% | +113.1% | +844.0% | +510.3% |
| All | +1,228.2% | +498.2% | +730.0% | +368.6% |
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