+139.4%
BP vs GWW
+658.3%
-518.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | 0.0% |
| 7D | +2.6% | +3.6% | -0.9% | +1.5% |
| 30D | -6.4% | +12.1% | -18.5% | -10.0% |
| 3M | +8.0% | +12.9% | -4.9% | +3.5% |
| 6M | +6.0% | +19.3% | -13.3% | -0.6% |
| YTD | +36.5% | +48.7% | -12.2% | +17.9% |
| 1Y | +31.7% | +60.5% | -28.8% | +10.6% |
| 3Y | +48.6% | +93.3% | -44.7% | +14.5% |
| 5Y | +111.7% | +219.0% | -107.3% | +31.1% |
| All | +139.4% | +658.3% | -518.9% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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