+26,336.4%
WM vs BHP
+7,909.4%
+18,427.0%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | -0.3% | -2.9% | +2.6% | +0.2% |
| 30D | -2.4% | +3.4% | -5.7% | -3.1% |
| 3M | +0.4% | +4.1% | -3.6% | -0.9% |
| 6M | -9.5% | +20.6% | -30.1% | -13.7% |
| YTD | +0.5% | +56.1% | -55.6% | -9.2% |
| 1Y | -1.1% | +69.6% | -70.7% | -12.4% |
| 3Y | +46.0% | +78.8% | -32.8% | +26.1% |
| 5Y | +51.8% | +113.1% | -61.2% | +23.5% |
| 10Y | +307.5% | +505.9% | -198.4% | +157.4% |
| All | +26,336.4% | +7,909.4% | +18,427.0% | +10,932.0% |
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