+39.1%
BP vs WU
-28.6%
+67.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.6% | +1.8% |
| 7D | +4.0% | -4.9% | +8.9% | +4.2% |
| 30D | +7.8% | -1.3% | +9.1% | +7.8% |
| 3M | +8.4% | -3.6% | +11.9% | +8.0% |
| 6M | +15.1% | -24.3% | +39.4% | +17.8% |
| YTD | +36.4% | -21.1% | +57.5% | +38.5% |
| 1Y | +40.9% | -10.3% | +51.2% | +39.6% |
| All | +39.1% | -28.6% | +67.7% | +42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 3y: compounded portfolio wealth divided by compounded WU 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…
3y analysis · Full analysis span regression · 6 months rolling