+105.9%
BP vs WM
+62.1%
+43.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.2% | -2.2% |
| 7D | -11.2% | +4.5% | -15.7% | -12.0% |
| 30D | -0.7% | +16.1% | -16.8% | -3.7% |
| 3M | +9.8% | +8.0% | +1.8% | +8.0% |
| 6M | -1.6% | +8.4% | -10.0% | -3.4% |
| YTD | +33.5% | +11.2% | +22.3% | +30.4% |
| 1Y | +31.7% | +22.3% | +9.4% | +26.2% |
| 3Y | +45.1% | +50.2% | -5.1% | +30.4% |
| 5Y | +105.9% | +63.3% | +42.6% | +79.9% |
| All | +105.9% | +62.1% | +43.9% | +79.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling