+25.6%
SW vs BHP
+46.1%
-20.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.3% |
| 7D | -2.9% | -0.5% | -2.4% | -2.8% |
| 30D | +5.0% | -4.5% | +9.6% | +7.0% |
| 3M | -13.7% | -6.9% | -6.8% | -11.5% |
| 6M | +8.0% | -10.6% | +18.6% | +12.1% |
| YTD | +14.0% | +37.2% | -23.2% | -8.1% |
| 1Y | +25.6% | +48.0% | -22.4% | -6.6% |
| All | +25.6% | +46.1% | -20.5% | -6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling