+221.8%
GWW vs BHP
+112.0%
+109.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.3% | +4.7% | +0.3% |
| 7D | -3.1% | -3.7% | +0.6% | -2.6% |
| 30D | -2.3% | -0.8% | -1.5% | -2.3% |
| 3M | -3.3% | +7.6% | -10.9% | -5.0% |
| 6M | +15.4% | +20.8% | -5.4% | +10.3% |
| YTD | +26.7% | +50.8% | -24.0% | +16.2% |
| 1Y | +29.0% | +70.9% | -42.0% | +15.5% |
| 3Y | +89.0% | +78.0% | +11.0% | +65.7% |
| 5Y | +221.8% | +113.1% | +108.7% | +173.1% |
| All | +221.8% | +112.0% | +109.8% | +173.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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