+82.9%
BHP vs BWA
+67.1%
+15.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.9% |
| 7D | +0.9% | +0.1% | +0.8% | +0.8% |
| 30D | +4.0% | -5.6% | +9.6% | +6.1% |
| 3M | +11.3% | -10.7% | +21.9% | +15.7% |
| 6M | +29.3% | +23.2% | +6.2% | +19.6% |
| YTD | +59.2% | +46.0% | +13.2% | +36.7% |
| 1Y | +80.8% | +51.2% | +29.7% | +52.7% |
| All | +82.9% | +67.1% | +15.8% | +42.2% |
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