+134.0%
BP vs WSM
+1,058.9%
-924.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.5% | +1.1% |
| 7D | +5.7% | +0.4% | +5.3% | +5.7% |
| 30D | +8.1% | -10.7% | +18.8% | +10.0% |
| 3M | +8.6% | +8.5% | +0.1% | +6.6% |
| 6M | +18.1% | +19.6% | -1.5% | +13.4% |
| YTD | +37.6% | +26.6% | +11.0% | +30.4% |
| 1Y | +39.4% | +12.0% | +27.4% | +34.7% |
| 3Y | +40.1% | +226.6% | -186.6% | +5.7% |
| 5Y | +141.3% | +174.1% | -32.8% | +81.6% |
| All | +134.0% | +1,058.9% | -924.8% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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