+130.2%
BP vs WM
+339.4%
-209.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.4% |
| 7D | -11.6% | +1.2% | -12.8% | -12.1% |
| 30D | 0.0% | +13.1% | -13.0% | -5.0% |
| 3M | +6.7% | +3.6% | +3.1% | +4.9% |
| 6M | +2.2% | +8.1% | -5.9% | -1.7% |
| YTD | +33.0% | +8.9% | +24.1% | +27.4% |
| 1Y | +30.7% | +20.3% | +10.4% | +19.9% |
| 3Y | +44.2% | +46.2% | -2.0% | +17.6% |
| 5Y | +105.1% | +59.9% | +45.3% | +56.9% |
| All | +130.2% | +339.4% | -209.2% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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