+8,919.3%
WMT vs BHP
+8,048.4%
+870.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.8% | -1.3% |
| 7D | +0.1% | +1.3% | -1.1% | -0.1% |
| 30D | -5.0% | +4.0% | -8.9% | -5.6% |
| 3M | -11.3% | +12.3% | -23.6% | -13.2% |
| 6M | -13.8% | +30.8% | -44.6% | -18.1% |
| YTD | -4.2% | +58.8% | -63.0% | -12.0% |
| 1Y | +4.6% | +76.8% | -72.3% | -5.8% |
| 3Y | +100.5% | +87.5% | +13.0% | +76.8% |
| 5Y | +129.7% | +123.9% | +5.8% | +92.9% |
| 10Y | +423.4% | +504.4% | -80.9% | +259.1% |
| All | +8,919.3% | +8,048.4% | +870.8% | +2,738.2% |
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