+127.0%
BP vs WAT
+228.2%
-101.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -6.3% | +3.4% | -9.7% | -7.0% |
| 30D | -3.6% | +9.6% | -13.2% | -5.6% |
| 3M | +5.2% | +15.5% | -10.2% | +1.7% |
| 6M | +5.3% | +33.9% | -28.6% | -2.1% |
| YTD | +33.1% | +25.2% | +7.9% | +24.6% |
| 1Y | +26.3% | +26.3% | 0.0% | +17.9% |
| 3Y | +47.5% | +85.8% | -38.3% | +18.5% |
| 5Y | +106.2% | +35.3% | +70.9% | +78.4% |
| 10Y | +127.0% | +231.8% | -104.8% | +46.2% |
| All | +127.0% | +228.2% | -101.2% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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