+684.5%
BP vs WAT
+12,612.0%
-11,927.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.2% | -4.0% | -0.6% |
| 7D | -6.9% | +6.0% | -12.9% | -7.9% |
| 30D | -3.6% | +9.9% | -13.5% | -5.3% |
| 3M | +8.4% | +17.2% | -8.7% | +5.1% |
| 6M | +5.3% | +34.2% | -28.9% | -0.9% |
| YTD | +33.2% | +25.5% | +7.7% | +25.8% |
| 1Y | +28.2% | +28.3% | -0.1% | +20.6% |
| 3Y | +49.2% | +88.4% | -39.1% | +27.5% |
| 5Y | +102.9% | +36.1% | +66.7% | +81.7% |
| 10Y | +127.7% | +234.8% | -107.1% | +69.6% |
| All | +684.5% | +12,612.0% | -11,927.5% | +278.0% |
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 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