+126.6%
BHP vs BBWI
-68.8%
+195.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.3% | +6.6% | +1.2% |
| 7D | +0.9% | -4.4% | +5.3% | +1.5% |
| 30D | +4.0% | -7.4% | +11.4% | +4.8% |
| 3M | +11.3% | -2.2% | +13.5% | +10.9% |
| 6M | +29.3% | -16.3% | +45.6% | +31.1% |
| YTD | +59.2% | -9.1% | +68.4% | +58.6% |
| 1Y | +80.8% | -34.5% | +115.4% | +88.2% |
| 3Y | +88.0% | -47.0% | +135.0% | +96.4% |
| 5Y | +126.6% | -68.8% | +195.5% | +151.7% |
| All | +126.6% | -68.8% | +195.5% | +151.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling