+332.2%
BHP vs WWD
+439.4%
-107.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.0% |
| 7D | -0.5% | +4.0% | -4.5% | -2.0% |
| 30D | -4.5% | +0.4% | -4.9% | -4.9% |
| 3M | -6.9% | -7.9% | +1.0% | -4.4% |
| 6M | -10.6% | -10.6% | +0.1% | -7.6% |
| YTD | +37.2% | +9.4% | +27.8% | +30.5% |
| 1Y | +48.0% | +25.7% | +22.3% | +32.7% |
| 3Y | +52.6% | +148.5% | -96.0% | +0.4% |
| 5Y | +116.5% | +189.5% | -73.0% | +30.0% |
| All | +332.2% | +439.4% | -107.2% | +95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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