+5.7%
BP vs GWW
+22.7%
-17.0%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.2% | +1.3% |
| 7D | +2.5% | +3.7% | -1.2% | +2.9% |
| 30D | -5.6% | +13.6% | -19.2% | -4.6% |
| 3M | +8.0% | +15.4% | -7.3% | +9.0% |
| 6M | +5.7% | +21.8% | -16.1% | +9.7% |
| All | +5.7% | +22.7% | -17.0% | +9.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling