+4,464.3%
WEC vs BHP
+6,941.2%
-2,476.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.1% |
| 7D | +2.3% | -0.5% | +2.8% | +2.4% |
| 30D | +11.1% | -4.5% | +15.6% | +11.6% |
| 3M | +8.4% | -6.9% | +15.3% | +9.2% |
| 6M | +7.5% | -10.6% | +18.1% | +8.5% |
| YTD | +15.3% | +37.2% | -21.9% | +9.5% |
| 1Y | +9.7% | +48.0% | -38.3% | +3.1% |
| 3Y | +64.7% | +52.6% | +12.1% | +52.7% |
| 5Y | +57.3% | +116.5% | -59.2% | +37.3% |
| 10Y | +195.9% | +334.9% | -139.0% | +127.1% |
| All | +4,464.3% | +6,941.2% | -2,476.9% | +2,408.9% |
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 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