+313.2%
WMB vs BHP
+503.2%
-190.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | 0.0% | +0.9% | -0.9% | -0.4% |
| 30D | +4.6% | +4.0% | +0.6% | +2.6% |
| 3M | +5.7% | +11.3% | -5.5% | 0.0% |
| 6M | +4.2% | +29.3% | -25.1% | -9.0% |
| YTD | +26.8% | +59.2% | -32.4% | +0.2% |
| 1Y | +34.7% | +80.8% | -46.2% | -0.1% |
| 3Y | +146.8% | +88.0% | +58.8% | +73.1% |
| 5Y | +285.0% | +126.6% | +158.4% | +131.8% |
| 10Y | +313.2% | +515.7% | -202.6% | +50.1% |
| All | +313.2% | +503.2% | -190.0% | +50.1% |
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 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