+670.8%
BP vs WAT
+10,816.8%
-10,146.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.7% |
| 7D | +3.9% | -1.3% | +5.2% | +4.2% |
| 30D | +7.6% | +2.3% | +5.3% | +7.1% |
| 3M | +0.7% | +8.7% | -8.0% | -1.2% |
| 6M | +15.5% | +28.3% | -12.8% | +9.1% |
| YTD | +30.8% | +7.8% | +23.0% | +27.3% |
| 1Y | +34.3% | +36.6% | -2.3% | +24.6% |
| 3Y | +35.1% | +45.7% | -10.6% | +21.0% |
| 5Y | +126.8% | -3.3% | +130.1% | +116.9% |
| 10Y | +123.4% | +162.1% | -38.7% | +73.8% |
| All | +670.8% | +10,816.8% | -10,146.0% | +282.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling