+133.9%
BP vs WAT
+156.2%
-22.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.7% |
| 7D | +4.0% | -1.8% | +5.8% | +4.4% |
| 30D | +7.8% | -1.7% | +9.5% | +8.1% |
| 3M | +8.4% | +9.1% | -0.7% | +5.9% |
| 6M | +15.1% | +32.4% | -17.4% | +6.5% |
| YTD | +36.4% | +6.6% | +29.8% | +32.6% |
| 1Y | +40.9% | +34.7% | +6.2% | +28.4% |
| 3Y | +38.8% | +53.6% | -14.7% | +16.8% |
| 5Y | +141.1% | -4.1% | +145.2% | +131.9% |
| 10Y | +133.9% | +167.9% | -33.9% | +55.0% |
| All | +133.9% | +156.2% | -22.3% | +55.0% |
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