+746.9%
BP vs WAB
+4,408.2%
-3,661.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.5% |
| 7D | -0.8% | +3.1% | -3.9% | -1.7% |
| 30D | -3.1% | +6.4% | -9.6% | -5.1% |
| 3M | +6.2% | +2.2% | +4.0% | +5.1% |
| 6M | +4.8% | +13.7% | -8.9% | +0.1% |
| YTD | +35.2% | +43.0% | -7.8% | +20.2% |
| 1Y | +27.4% | +47.0% | -19.5% | +12.3% |
| 3Y | +49.8% | +174.4% | -124.6% | +9.0% |
| 5Y | +109.4% | +222.2% | -112.8% | +44.2% |
| 10Y | +135.7% | +276.9% | -141.2% | +49.8% |
| All | +746.9% | +4,408.2% | -3,661.3% | +233.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling