+141.3%
BP vs WTW
+42.3%
+99.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.3% | +0.8% |
| 7D | +5.7% | -7.8% | +13.5% | +7.3% |
| 30D | +8.1% | -7.9% | +16.0% | +9.6% |
| 3M | +8.6% | +19.9% | -11.3% | +4.4% |
| 6M | +18.1% | +9.8% | +8.3% | +15.1% |
| YTD | +37.6% | -3.3% | +41.0% | +37.8% |
| 1Y | +39.4% | -3.3% | +42.7% | +39.4% |
| 3Y | +40.1% | +61.5% | -21.5% | +18.1% |
| 5Y | +141.3% | +42.6% | +98.7% | +106.9% |
| All | +141.3% | +42.3% | +99.0% | +106.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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