+17,845.4%
WDC vs BHP
+7,909.4%
+9,936.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.3% | +6.2% | +6.0% |
| 7D | +1.7% | -2.9% | +4.6% | +3.2% |
| 30D | -10.0% | +3.4% | -13.3% | -11.8% |
| 3M | -18.8% | +4.1% | -22.8% | -20.0% |
| 6M | +79.0% | +20.6% | +58.4% | +64.9% |
| YTD | +171.6% | +56.1% | +115.5% | +122.7% |
| 1Y | +417.4% | +69.6% | +347.8% | +307.5% |
| 3Y | +1,251.8% | +78.8% | +1,173.0% | +924.2% |
| 5Y | +911.7% | +113.1% | +798.6% | +590.7% |
| 10Y | +1,399.6% | +505.9% | +893.8% | +538.8% |
| All | +17,845.4% | +7,909.4% | +9,936.0% | +2,772.6% |
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 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