+179.5%
SW vs BHP
+339.3%
-159.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -1.4% |
| 7D | -3.0% | +2.5% | -5.4% | -3.7% |
| 30D | +4.2% | -5.2% | +9.4% | +5.5% |
| 3M | -11.5% | -8.7% | -2.8% | -9.6% |
| 6M | +8.6% | -6.9% | +15.5% | +10.1% |
| YTD | +15.0% | +39.0% | -24.0% | +5.0% |
| 1Y | +25.7% | +48.9% | -23.3% | +12.9% |
| 3Y | +44.8% | +55.4% | -10.6% | +27.5% |
| 5Y | -1.7% | +119.2% | -121.0% | -20.8% |
| All | +179.5% | +339.3% | -159.8% | +94.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling