+8,082.8%
BHP vs BBWI
+999.2%
+7,083.7%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.1% | +4.9% | +2.5% |
| 7D | +1.3% | +1.6% | -0.3% | +0.9% |
| 30D | +4.0% | -6.2% | +10.2% | +4.9% |
| 3M | +12.3% | +4.3% | +8.0% | +10.1% |
| 6M | +30.8% | -7.2% | +38.0% | +30.4% |
| YTD | +58.8% | -3.0% | +61.8% | +55.5% |
| 1Y | +76.8% | -30.8% | +107.6% | +84.4% |
| 3Y | +87.5% | -43.4% | +130.9% | +95.7% |
| 5Y | +123.9% | -66.7% | +190.6% | +151.8% |
| 10Y | +504.4% | -55.7% | +560.0% | +432.6% |
| All | +8,082.8% | +999.2% | +7,083.7% | +3,349.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling