+476.4%
BHP vs BBWI
-55.0%
+531.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.4% | -6.6% | -1.3% |
| 7D | -3.6% | -4.8% | +1.2% | -2.9% |
| 30D | -1.2% | +3.5% | -4.7% | -2.2% |
| 3M | +1.2% | -0.3% | +1.5% | +0.4% |
| 6M | +21.4% | -5.4% | +26.8% | +20.8% |
| YTD | +50.4% | -4.7% | +55.1% | +48.5% |
| 1Y | +67.5% | -30.5% | +98.0% | +73.1% |
| 3Y | +72.8% | -44.3% | +117.1% | +79.7% |
| 5Y | +112.6% | -66.9% | +179.5% | +134.3% |
| All | +476.4% | -55.0% | +531.4% | +400.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling