+135.9%
WMT vs BHP
+110.7%
+25.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.6% | +1.4% |
| 7D | 0.0% | -3.6% | +3.6% | +0.3% |
| 30D | -7.4% | -1.2% | -6.2% | -7.4% |
| 3M | -10.9% | +1.2% | -12.1% | -11.1% |
| 6M | -12.7% | +21.4% | -34.1% | -14.7% |
| YTD | -3.2% | +50.4% | -53.6% | -7.7% |
| 1Y | +5.3% | +67.5% | -62.2% | -0.9% |
| 3Y | +101.9% | +72.8% | +29.0% | +86.3% |
| All | +135.9% | +110.7% | +25.2% | +114.6% |
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 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