+332.2%
BHP vs BWA
+94.2%
+237.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.2% |
| 7D | -0.5% | +4.3% | -4.8% | -2.3% |
| 30D | -4.5% | -13.0% | +8.5% | +1.2% |
| 3M | -6.9% | -24.8% | +17.9% | +4.5% |
| 6M | -10.6% | -23.5% | +13.0% | -0.6% |
| YTD | +37.2% | +13.8% | +23.4% | +26.7% |
| 1Y | +48.0% | +13.4% | +34.6% | +36.7% |
| 3Y | +52.6% | +62.8% | -10.2% | +17.1% |
| 5Y | +116.5% | +28.5% | +88.0% | +77.4% |
| All | +332.2% | +94.2% | +237.9% | +184.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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