+185.4%
SW vs BHP
+360.5%
-175.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -1.0% |
| 7D | +4.7% | -4.0% | +8.6% | +5.8% |
| 30D | +5.0% | -9.7% | +14.7% | +7.8% |
| 3M | -7.3% | -10.2% | +2.8% | -4.9% |
| 6M | +15.0% | +1.3% | +13.6% | +14.1% |
| YTD | +18.5% | +35.6% | -17.1% | +9.0% |
| 1Y | +27.1% | +47.5% | -20.4% | +14.6% |
| 3Y | +49.3% | +48.9% | +0.4% | +32.9% |
| 5Y | -1.6% | +118.4% | -120.0% | -20.4% |
| All | +185.4% | +360.5% | -175.1% | +100.9% |
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