+336.4%
WM vs BHP
+368.2%
-31.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.7% | -2.3% |
| 7D | +1.2% | +0.9% | +0.3% | +1.1% |
| 30D | +13.1% | -6.3% | +19.3% | +14.1% |
| 3M | +3.6% | -7.1% | +10.8% | +4.5% |
| 6M | +8.1% | -3.2% | +11.3% | +7.6% |
| YTD | +8.9% | +37.9% | -29.0% | +1.0% |
| 1Y | +20.3% | +49.7% | -29.4% | +9.8% |
| 3Y | +46.2% | +51.7% | -5.5% | +30.8% |
| 5Y | +59.9% | +122.0% | -62.1% | +27.1% |
| All | +336.4% | +368.2% | -31.8% | +191.9% |
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 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