+11,850.9%
WDC vs BHP
+7,031.6%
+4,819.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | +0.2% |
| 7D | +16.3% | +2.5% | +13.8% | +15.1% |
| 30D | -18.3% | -5.2% | -13.0% | -15.9% |
| 3M | -31.4% | -8.7% | -22.7% | -28.6% |
| 6M | -36.3% | -6.9% | -29.4% | -33.7% |
| YTD | +80.8% | +39.0% | +41.9% | +57.0% |
| 1Y | +87.7% | +48.9% | +38.8% | +57.8% |
| 3Y | +819.4% | +55.4% | +764.1% | +646.9% |
| 5Y | +583.2% | +119.2% | +464.0% | +362.9% |
| 10Y | +689.8% | +340.5% | +349.3% | +290.0% |
| All | +11,850.9% | +7,031.6% | +4,819.4% | +1,925.7% |
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