+52.6%
BHP vs BWA
+64.0%
-11.4%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.2% |
| 7D | -0.5% | +4.3% | -4.8% | -2.1% |
| 30D | -4.5% | -13.0% | +8.5% | +0.8% |
| 3M | -6.9% | -24.8% | +17.9% | +3.7% |
| 6M | -10.6% | -23.5% | +13.0% | -1.3% |
| YTD | +37.2% | +13.8% | +23.4% | +27.6% |
| 1Y | +48.0% | +13.4% | +34.6% | +37.7% |
| 3Y | +52.6% | +62.8% | -10.2% | +18.7% |
| All | +52.6% | +64.0% | -11.4% | +18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling