+285.3%
WMB vs BHP
+121.9%
+163.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.7% | +0.5% | +1.8% |
| 7D | +0.8% | +1.3% | -0.5% | +0.5% |
| 30D | +7.7% | +4.0% | +3.7% | +6.5% |
| 3M | +6.7% | +12.3% | -5.6% | +2.9% |
| 6M | +3.6% | +30.8% | -27.2% | -5.2% |
| YTD | +28.0% | +58.8% | -30.8% | +10.0% |
| 1Y | +37.6% | +76.8% | -39.2% | +14.1% |
| 3Y | +149.0% | +87.5% | +61.6% | +97.4% |
| 5Y | +285.3% | +123.9% | +161.4% | +181.4% |
| All | +285.3% | +121.9% | +163.4% | +181.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling