+33.7%
BP vs WAT
+50.1%
-16.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.6% |
| 7D | +3.9% | -1.3% | +5.2% | +4.0% |
| 30D | +7.6% | +2.3% | +5.3% | +7.4% |
| 3M | +0.7% | +8.7% | -8.0% | +0.1% |
| 6M | +15.5% | +28.3% | -12.8% | +12.9% |
| YTD | +30.8% | +7.8% | +23.0% | +30.2% |
| 1Y | +34.3% | +36.6% | -2.3% | +29.6% |
| All | +33.7% | +50.1% | -16.4% | +34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling