+113.1%
BHP vs NWSA
+39.0%
+74.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.8% | -4.5% | -5.0% |
| 7D | -3.7% | -4.8% | +1.0% | -2.1% |
| 30D | -0.8% | +3.0% | -3.8% | -1.9% |
| 3M | +7.6% | +9.3% | -1.7% | +3.7% |
| 6M | +20.8% | +23.2% | -2.4% | +11.1% |
| YTD | +50.8% | +13.3% | +37.4% | +42.3% |
| 1Y | +70.9% | +2.9% | +68.0% | +67.1% |
| 3Y | +78.0% | +43.3% | +34.7% | +50.9% |
| 5Y | +113.1% | +40.9% | +72.2% | +71.7% |
| All | +113.1% | +39.0% | +74.0% | +71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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