+140.1%
BP vs WM
+331.3%
-191.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +0.6% |
| 7D | +2.5% | +1.2% | +1.3% | +2.0% |
| 30D | -5.6% | +15.2% | -20.8% | -11.0% |
| 3M | +8.0% | +8.3% | -0.3% | +4.3% |
| 6M | +5.7% | +13.1% | -7.5% | -0.2% |
| YTD | +36.8% | +12.5% | +24.3% | +29.4% |
| 1Y | +30.7% | +21.8% | +8.9% | +19.4% |
| 3Y | +51.6% | +48.8% | +2.8% | +22.9% |
| 5Y | +112.2% | +62.1% | +50.1% | +62.0% |
| All | +140.1% | +331.3% | -191.2% | +28.9% |
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