+3,969.4%
BHP vs WWD
+14,675.7%
-10,706.3%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.0% |
| 7D | -0.5% | +4.0% | -4.5% | -1.9% |
| 30D | -4.5% | +0.4% | -4.9% | -4.9% |
| 3M | -6.9% | -7.9% | +1.0% | -4.5% |
| 6M | -10.6% | -10.6% | +0.1% | -7.7% |
| YTD | +37.2% | +9.4% | +27.8% | +30.9% |
| 1Y | +48.0% | +25.7% | +22.3% | +33.6% |
| 3Y | +52.6% | +148.5% | -96.0% | +3.9% |
| 5Y | +116.5% | +189.5% | -73.0% | +36.0% |
| 10Y | +334.9% | +451.8% | -116.8% | +101.2% |
| All | +3,969.4% | +14,675.7% | -10,706.3% | +977.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling