+3,135.4%
BHP vs WTW
+1,102.0%
+2,033.3%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | -3.6% | -5.7% | +2.1% | -1.2% |
| 30D | -1.2% | -7.3% | +6.1% | +2.0% |
| 3M | +1.2% | +21.5% | -20.3% | -8.0% |
| 6M | +21.4% | +9.6% | +11.8% | +14.0% |
| YTD | +50.4% | -3.3% | +53.7% | +48.2% |
| 1Y | +67.5% | -6.1% | +73.6% | +66.7% |
| 3Y | +72.8% | +61.8% | +11.0% | +29.6% |
| 5Y | +112.6% | +42.7% | +69.9% | +66.4% |
| 10Y | +481.7% | +197.2% | +284.5% | +205.5% |
| All | +3,135.4% | +1,102.0% | +2,033.3% | +1,333.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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