+386.0%
WDC vs BHP
+71.4%
+314.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -5.3% | +0.9% | +0.5% |
| 7D | +4.4% | -3.7% | +8.1% | +8.1% |
| 30D | +5.3% | -0.8% | +6.1% | +4.8% |
| 3M | -5.9% | +7.6% | -13.5% | -13.3% |
| 6M | +73.2% | +20.8% | +52.4% | +43.7% |
| YTD | +167.8% | +50.8% | +117.1% | +87.5% |
| 1Y | +386.0% | +70.9% | +315.1% | +218.6% |
| All | +386.0% | +71.4% | +314.6% | +218.6% |
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 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