+5,065.4%
WMB vs BHP
+7,031.6%
-1,966.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.6% | +1.7% |
| 7D | +8.1% | +2.5% | +5.6% | +6.8% |
| 30D | -6.9% | -5.2% | -1.7% | -4.6% |
| 3M | -5.1% | -8.7% | +3.6% | -1.5% |
| 6M | -5.7% | -6.9% | +1.1% | -4.7% |
| YTD | +18.1% | +39.0% | -20.9% | -3.7% |
| 1Y | +18.4% | +48.9% | -30.5% | -6.8% |
| 3Y | +122.7% | +55.4% | +67.4% | +65.1% |
| 5Y | +202.0% | +119.2% | +82.8% | +79.2% |
| 10Y | +283.8% | +340.5% | -56.7% | +51.1% |
| All | +5,065.4% | +7,031.6% | -1,966.1% | +796.6% |
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 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