+82.4%
BHP vs BBWI
-44.3%
+126.7%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.1% | +4.9% | +2.2% |
| 7D | +1.3% | +1.6% | -0.3% | +1.0% |
| 30D | +4.0% | -6.2% | +10.2% | +4.6% |
| 3M | +12.3% | +4.3% | +8.0% | +11.0% |
| 6M | +30.8% | -7.2% | +38.0% | +30.7% |
| YTD | +58.8% | -3.0% | +61.8% | +56.6% |
| 1Y | +76.8% | -30.8% | +107.6% | +83.5% |
| All | +82.4% | -44.3% | +126.7% | +98.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling