+13,779.4%
GWW vs BHP
+8,048.4%
+5,730.9%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.7% | -4.4% | -3.2% |
| 7D | -1.5% | +1.3% | -2.8% | -1.9% |
| 30D | +1.1% | +4.0% | -2.9% | -0.2% |
| 3M | -1.0% | +12.3% | -13.3% | -4.8% |
| 6M | +16.3% | +30.8% | -14.5% | +6.5% |
| YTD | +28.5% | +58.8% | -30.3% | +11.1% |
| 1Y | +30.3% | +76.8% | -46.6% | +9.0% |
| 3Y | +91.6% | +87.5% | +4.1% | +54.8% |
| 5Y | +224.0% | +123.9% | +100.1% | +140.6% |
| 10Y | +551.3% | +504.4% | +46.9% | +253.0% |
| All | +13,779.4% | +8,048.4% | +5,730.9% | +3,750.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling