+1,335.7%
BP vs WM
+26,336.4%
-25,000.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.8% | +0.7% |
| 7D | +3.9% | -0.3% | +4.2% | +4.0% |
| 30D | +7.6% | -2.4% | +10.0% | +8.1% |
| 3M | +0.7% | +0.4% | +0.3% | +0.5% |
| 6M | +15.5% | -9.5% | +25.0% | +17.3% |
| YTD | +30.8% | +0.5% | +30.3% | +30.5% |
| 1Y | +34.3% | -1.1% | +35.4% | +34.2% |
| 3Y | +35.1% | +46.0% | -11.0% | +25.5% |
| 5Y | +126.8% | +51.8% | +75.0% | +108.6% |
| 10Y | +123.4% | +307.5% | -184.2% | +76.4% |
| All | +1,335.7% | +26,336.4% | -25,000.7% | +897.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling