+127.0%
BP vs WCC
+460.5%
-333.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -6.3% | -9.9% | +3.6% | -3.7% |
| 30D | -3.6% | -13.4% | +9.8% | -0.2% |
| 3M | +5.2% | -13.5% | +18.7% | +8.4% |
| 6M | +5.3% | -10.6% | +15.9% | +6.0% |
| YTD | +33.1% | +30.1% | +3.0% | +16.8% |
| 1Y | +26.3% | +22.3% | +4.0% | +12.8% |
| 3Y | +47.5% | +130.3% | -82.8% | -2.5% |
| 5Y | +106.2% | +144.5% | -38.3% | +22.4% |
| 10Y | +127.0% | +431.8% | -304.9% | -29.1% |
| All | +127.0% | +460.5% | -333.6% | -29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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