+142.1%
WEC vs BHP
+498.2%
-356.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.3% | +4.6% | -0.1% |
| 7D | -1.3% | -3.7% | +2.5% | -0.8% |
| 30D | -0.4% | -0.8% | +0.5% | -0.4% |
| 3M | -6.8% | +7.6% | -14.4% | -7.9% |
| 6M | -6.4% | +20.8% | -27.2% | -9.2% |
| YTD | +2.5% | +50.8% | -48.3% | -3.7% |
| 1Y | -0.4% | +70.9% | -71.3% | -8.2% |
| 3Y | +38.5% | +78.0% | -39.5% | +25.8% |
| 5Y | +31.7% | +113.1% | -81.4% | +15.0% |
| All | +142.1% | +498.2% | -356.1% | +74.0% |
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