+5,376.0%
WMB vs BHP
+7,909.4%
-2,533.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.5% | +0.3% |
| 7D | +0.6% | -2.9% | +3.5% | +2.0% |
| 30D | +3.3% | +3.4% | -0.1% | +1.2% |
| 3M | +3.1% | +4.1% | -0.9% | -0.4% |
| 6M | -0.7% | +20.6% | -21.3% | -12.1% |
| YTD | +25.2% | +56.1% | -30.9% | -3.1% |
| 1Y | +32.9% | +69.6% | -36.7% | -1.9% |
| 3Y | +140.6% | +78.8% | +61.7% | +66.6% |
| 5Y | +273.5% | +113.1% | +160.4% | +125.6% |
| 10Y | +334.2% | +505.9% | -171.7% | +45.8% |
| All | +5,376.0% | +7,909.4% | -2,533.4% | +801.6% |
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