+734.4%
BP vs WAB
+4,319.4%
-3,585.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.1% | -5.0% | -1.3% |
| 7D | -6.9% | +4.0% | -10.8% | -8.0% |
| 30D | -3.6% | +4.5% | -8.1% | -5.0% |
| 3M | +8.4% | +2.3% | +6.1% | +7.3% |
| 6M | +5.3% | +12.5% | -7.1% | +0.9% |
| YTD | +33.2% | +40.2% | -7.0% | +19.0% |
| 1Y | +28.2% | +45.2% | -17.0% | +13.3% |
| 3Y | +49.2% | +171.8% | -122.6% | +8.9% |
| 5Y | +102.9% | +217.6% | -114.7% | +40.3% |
| 10Y | +127.7% | +285.3% | -157.6% | +44.0% |
| All | +734.4% | +4,319.4% | -3,585.1% | +229.9% |
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