+103.9%
BP vs WAB
+203.5%
-99.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -0.9% |
| 7D | -11.6% | +1.4% | -13.1% | -12.1% |
| 30D | 0.0% | +0.4% | -0.4% | -0.3% |
| 3M | +6.7% | -3.8% | +10.6% | +7.6% |
| 6M | +2.2% | +5.1% | -2.9% | -0.4% |
| YTD | +33.0% | +33.3% | -0.3% | +17.9% |
| 1Y | +30.7% | +39.8% | -9.1% | +13.6% |
| 3Y | +44.2% | +161.1% | -116.9% | -6.8% |
| All | +103.9% | +203.5% | -99.6% | +21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling