+62.1%
WM vs BHP
+119.3%
-57.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.9% | +3.5% | +1.7% |
| 7D | +1.2% | +2.5% | -1.3% | +1.1% |
| 30D | +15.2% | -5.2% | +20.5% | +15.5% |
| 3M | +8.3% | -8.7% | +17.1% | +8.7% |
| 6M | +13.1% | -6.9% | +20.0% | +13.3% |
| YTD | +12.5% | +39.0% | -26.4% | +8.3% |
| 1Y | +21.8% | +48.9% | -27.2% | +16.3% |
| 3Y | +48.8% | +55.4% | -6.6% | +39.5% |
| 5Y | +62.1% | +119.2% | -57.2% | +43.1% |
| All | +62.1% | +119.3% | -57.2% | +43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling