+3,978.4%
WEC vs BHP
+7,909.4%
-3,931.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | -0.3% | -2.9% | +2.6% | +0.1% |
| 30D | -1.3% | +3.4% | -4.7% | -1.8% |
| 3M | -3.9% | +4.1% | -8.0% | -4.8% |
| 6M | -8.3% | +20.6% | -28.9% | -11.1% |
| YTD | +3.1% | +56.1% | -53.0% | -3.6% |
| 1Y | +1.9% | +69.6% | -67.7% | -5.9% |
| 3Y | +41.9% | +78.8% | -36.9% | +29.0% |
| 5Y | +30.8% | +113.1% | -82.3% | +14.5% |
| 10Y | +141.9% | +505.9% | -364.0% | +77.8% |
| All | +3,978.4% | +7,909.4% | -3,931.0% | +2,107.2% |
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