+332.2%
BHP vs BBWI
-47.4%
+379.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.7% | -1.5% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | -4.5% | +12.9% | -17.4% | -6.7% |
| 3M | -6.9% | +16.0% | -22.9% | -9.9% |
| 6M | -10.6% | +16.6% | -27.2% | -14.1% |
| YTD | +37.2% | +9.7% | +27.5% | +31.7% |
| 1Y | +48.0% | +1.5% | +46.5% | +42.8% |
| 3Y | +52.6% | -21.4% | +73.9% | +48.9% |
| 5Y | +116.5% | -67.6% | +184.0% | +139.8% |
| All | +332.2% | -47.4% | +379.6% | +269.5% |
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