+133.9%
BP vs WAB
+282.7%
-148.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +2.4% |
| 7D | +4.0% | +0.2% | +3.7% | +3.9% |
| 30D | +7.8% | -4.6% | +12.4% | +9.8% |
| 3M | +8.4% | +5.6% | +2.7% | +4.9% |
| 6M | +15.1% | +13.8% | +1.3% | +6.6% |
| YTD | +36.4% | +31.9% | +4.6% | +17.9% |
| 1Y | +40.9% | +48.3% | -7.4% | +14.9% |
| 3Y | +38.8% | +167.1% | -128.3% | -16.9% |
| 5Y | +141.1% | +222.9% | -81.8% | +28.7% |
| 10Y | +133.9% | +289.9% | -156.0% | -1.4% |
| All | +133.9% | +282.7% | -148.8% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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