+7.0%
WMT vs BHP
+65.8%
-58.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -1.2% |
| 7D | +3.9% | -5.0% | +8.9% | +3.8% |
| 30D | -4.4% | +1.2% | -5.6% | -4.4% |
| 3M | -8.8% | +1.8% | -10.6% | -8.5% |
| 6M | -15.6% | +18.0% | -33.6% | -16.9% |
| YTD | -3.2% | +52.7% | -55.9% | -5.9% |
| 1Y | +7.0% | +66.0% | -58.9% | +3.7% |
| All | +7.0% | +65.8% | -58.7% | +3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling