+135.8%
BP vs WAB
+231.1%
-95.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.9% | +2.3% |
| 7D | +0.9% | +1.7% | -0.7% | +0.4% |
| 30D | +9.1% | -2.4% | +11.6% | +9.8% |
| 3M | +3.9% | +9.7% | -5.8% | +0.3% |
| 6M | +13.6% | +16.5% | -2.9% | +6.5% |
| YTD | +34.0% | +33.7% | +0.3% | +18.9% |
| 1Y | +39.2% | +49.7% | -10.5% | +17.9% |
| 3Y | +36.4% | +170.9% | -134.5% | -13.1% |
| 5Y | +135.8% | +228.0% | -92.2% | +33.2% |
| All | +135.8% | +231.1% | -95.3% | +33.2% |
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