+1,414.8%
BP vs WSM
+38,954.9%
-37,540.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.7% |
| 7D | +3.8% | 0.0% | +3.8% | +3.8% |
| 30D | -5.3% | +5.1% | -10.4% | -6.0% |
| 3M | +9.3% | +5.1% | +4.1% | +8.3% |
| 6M | +7.2% | +48.6% | -41.4% | +1.5% |
| YTD | +38.0% | +44.2% | -6.1% | +30.6% |
| 1Y | +33.2% | +38.1% | -4.9% | +26.6% |
| 3Y | +50.3% | +257.2% | -206.9% | +24.1% |
| 5Y | +114.1% | +165.1% | -51.0% | +79.2% |
| 10Y | +140.7% | +1,123.6% | -982.8% | +60.1% |
| All | +1,414.8% | +38,954.9% | -37,540.1% | +632.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling