+4,528.9%
BHP vs WWD
+15,408.5%
-10,879.6%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.7% |
| 7D | -2.9% | +1.3% | -4.2% | -3.4% |
| 30D | +3.4% | -7.2% | +10.5% | +6.0% |
| 3M | +4.1% | -3.8% | +7.9% | +4.9% |
| 6M | +20.6% | -9.9% | +30.5% | +24.2% |
| YTD | +56.1% | +14.8% | +41.2% | +46.7% |
| 1Y | +69.6% | +42.1% | +27.5% | +46.4% |
| 3Y | +78.8% | +170.8% | -92.0% | +18.2% |
| 5Y | +113.1% | +197.5% | -84.5% | +32.8% |
| 10Y | +505.9% | +477.8% | +28.1% | +176.2% |
| All | +4,528.9% | +15,408.5% | -10,879.6% | +1,107.7% |
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