+48.0%
BHP vs BBWI
+0.1%
+47.9%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.7% | -1.4% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | -4.5% | +12.9% | -17.4% | -5.1% |
| 3M | -6.9% | +16.0% | -22.9% | -7.8% |
| 6M | -10.6% | +16.6% | -27.2% | -11.9% |
| YTD | +37.2% | +9.7% | +27.5% | +35.1% |
| 1Y | +48.0% | +1.5% | +46.5% | +46.1% |
| All | +48.0% | +0.1% | +47.9% | +46.1% |
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