+328.7%
WM vs BHP
+363.1%
-34.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.6% | -0.4% |
| 7D | -0.5% | +3.5% | -3.9% | -1.0% |
| 30D | +13.3% | -4.5% | +17.8% | +14.0% |
| 3M | +4.4% | -6.4% | +10.7% | +5.2% |
| 6M | +10.8% | -0.1% | +10.9% | +9.9% |
| YTD | +9.1% | +43.0% | -33.9% | +0.6% |
| 1Y | +19.1% | +56.5% | -37.4% | +7.9% |
| 3Y | +45.7% | +62.0% | -16.4% | +28.8% |
| 5Y | +60.4% | +130.4% | -69.9% | +26.9% |
| 10Y | +328.7% | +349.1% | -20.3% | +185.4% |
| All | +328.7% | +363.1% | -34.4% | +185.4% |
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