+28,547.2%
WM vs BHP
+6,976.6%
+21,570.6%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.7% | -2.4% |
| 7D | +1.2% | +0.9% | +0.3% | +1.0% |
| 30D | +13.1% | -6.3% | +19.3% | +14.3% |
| 3M | +3.6% | -7.1% | +10.8% | +4.8% |
| 6M | +8.1% | -3.2% | +11.3% | +7.6% |
| YTD | +8.9% | +37.9% | -29.0% | +0.5% |
| 1Y | +20.3% | +49.7% | -29.4% | +9.1% |
| 3Y | +46.2% | +51.7% | -5.5% | +30.1% |
| 5Y | +59.9% | +122.0% | -62.1% | +28.6% |
| 10Y | +345.6% | +382.4% | -36.8% | +193.9% |
| All | +28,547.2% | +6,976.6% | +21,570.6% | +12,110.5% |
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