+280.9%
WMB vs BHP
+345.2%
-64.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +1.0% | +1.7% |
| 7D | +1.6% | +2.4% | -0.8% | +0.6% |
| 30D | -7.1% | -5.4% | -1.7% | -5.1% |
| 3M | -4.0% | -6.9% | +2.9% | -1.7% |
| 6M | -5.7% | -4.3% | -1.4% | -5.9% |
| YTD | +17.2% | +41.6% | -24.5% | -3.2% |
| 1Y | +17.2% | +53.3% | -36.1% | -6.7% |
| 3Y | +121.1% | +58.4% | +62.7% | +67.1% |
| 5Y | +197.2% | +121.3% | +75.9% | +78.1% |
| 10Y | +280.9% | +349.0% | -68.1% | +63.9% |
| All | +280.9% | +345.2% | -64.3% | +63.9% |
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