+53.4%
BHP vs BBWI
+2.4%
+51.0%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.1% | -1.5% | +2.3% |
| 7D | -2.5% | +8.8% | -11.3% | -3.0% |
| 30D | -7.7% | +34.8% | -42.5% | -9.3% |
| 3M | -6.4% | +12.9% | -19.3% | -6.9% |
| 6M | +5.2% | +29.6% | -24.4% | +3.0% |
| YTD | +38.3% | +20.8% | +17.5% | +35.5% |
| 1Y | +53.4% | +4.1% | +49.3% | +51.6% |
| All | +53.4% | +2.4% | +51.0% | +51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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