+755.0%
SW vs BHP
+203.4%
+551.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.7% | +1.6% |
| 7D | -5.1% | -5.0% | -0.1% | -4.5% |
| 30D | -4.6% | +1.2% | -5.7% | -4.7% |
| 3M | +9.4% | +1.8% | +7.5% | +9.0% |
| 6M | +3.5% | +18.0% | -14.5% | +1.5% |
| YTD | +22.0% | +52.7% | -30.7% | +16.2% |
| 1Y | +2.2% | +66.0% | -63.8% | -3.6% |
| 3Y | +19.6% | +78.8% | -59.2% | +11.7% |
| 5Y | -2.3% | +113.1% | -115.4% | -10.6% |
| 10Y | +181.4% | +505.9% | -324.5% | +142.5% |
| All | +755.0% | +203.4% | +551.6% | +691.2% |
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