+991.6%
WDC vs BHP
+126.1%
+865.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.8% | +0.9% |
| 7D | +7.5% | +0.9% | +6.6% | +6.9% |
| 30D | +10.1% | +4.0% | +6.0% | +6.7% |
| 3M | -6.8% | +11.3% | -18.1% | -12.8% |
| 6M | +84.1% | +29.3% | +54.8% | +58.6% |
| YTD | +180.3% | +59.2% | +121.0% | +116.9% |
| 1Y | +411.1% | +80.8% | +330.2% | +269.7% |
| 3Y | +1,375.0% | +88.0% | +1,287.0% | +915.7% |
| 5Y | +991.6% | +126.6% | +864.9% | +545.1% |
| All | +991.6% | +126.1% | +865.5% | +545.1% |
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