+8,627.7%
WFC vs BHP
+7,909.4%
+718.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | +3.8% | -2.9% | +6.7% | +4.9% |
| 30D | +1.5% | +3.4% | -1.9% | 0.0% |
| 3M | +10.9% | +4.1% | +6.8% | +8.3% |
| 6M | +8.4% | +20.6% | -12.2% | -0.5% |
| YTD | -1.9% | +56.1% | -57.9% | -18.8% |
| 1Y | +12.3% | +69.6% | -57.3% | -10.2% |
| 3Y | +132.3% | +78.8% | +53.5% | +77.9% |
| 5Y | +130.1% | +113.1% | +17.0% | +59.3% |
| 10Y | +134.4% | +505.9% | -371.5% | +8.3% |
| All | +8,627.7% | +7,909.4% | +718.3% | +2,033.9% |
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