+31.2%
WEC vs BHP
+126.1%
-94.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | +0.4% | +0.9% | -0.5% | +0.3% |
| 30D | +0.9% | +4.0% | -3.1% | +0.5% |
| 3M | -5.3% | +11.3% | -16.6% | -6.4% |
| 6M | -6.6% | +29.3% | -35.9% | -9.4% |
| YTD | +3.3% | +59.2% | -56.0% | -2.3% |
| 1Y | +2.1% | +80.8% | -78.8% | -5.0% |
| 3Y | +39.6% | +88.0% | -48.4% | +28.3% |
| 5Y | +31.2% | +126.6% | -95.5% | +21.9% |
| All | +31.2% | +126.1% | -94.9% | +21.9% |
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