+126.6%
BHP vs WWD
+191.3%
-64.7%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | +0.9% | +0.6% | +0.3% | +0.6% |
| 30D | +4.0% | -5.1% | +9.1% | +5.6% |
| 3M | +11.3% | -11.2% | +22.5% | +15.0% |
| 6M | +29.3% | -12.0% | +41.4% | +33.7% |
| YTD | +59.2% | +12.0% | +47.2% | +52.5% |
| 1Y | +80.8% | +42.8% | +38.0% | +59.7% |
| 3Y | +88.0% | +168.9% | -81.0% | +30.2% |
| 5Y | +126.6% | +192.2% | -65.6% | +46.7% |
| All | +126.6% | +191.3% | -64.7% | +46.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling