+132.2%
BP vs WM
+327.3%
-195.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -6.3% | +1.2% | -7.5% | -6.8% |
| 30D | -3.6% | +13.7% | -17.3% | -8.7% |
| 3M | +5.2% | +5.2% | 0.0% | +2.8% |
| 6M | +5.3% | +11.2% | -5.9% | +0.2% |
| YTD | +33.1% | +9.4% | +23.7% | +27.2% |
| 1Y | +26.3% | +20.4% | +5.9% | +15.8% |
| 3Y | +47.5% | +44.7% | +2.8% | +20.9% |
| 5Y | +106.2% | +58.5% | +47.7% | +58.6% |
| All | +132.2% | +327.3% | -195.1% | +25.9% |
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