+121.3%
WMB vs BHP
+53.3%
+67.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.3% |
| 7D | +7.8% | -0.5% | +8.3% | +7.9% |
| 30D | -5.1% | -4.5% | -0.6% | -4.5% |
| 3M | -4.7% | -6.9% | +2.2% | -4.0% |
| 6M | -7.4% | -10.6% | +3.2% | -6.3% |
| YTD | +17.5% | +37.2% | -19.7% | +8.6% |
| 1Y | +19.5% | +48.0% | -28.6% | +8.7% |
| 3Y | +121.3% | +52.6% | +68.7% | +93.6% |
| All | +121.3% | +53.3% | +67.9% | +93.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling