+92.0%
BP vs WU
-19.6%
+111.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.9% |
| 7D | +3.9% | -0.8% | +4.8% | +4.2% |
| 30D | +7.6% | -1.1% | +8.7% | +7.8% |
| 3M | +0.7% | -3.9% | +4.6% | -0.1% |
| 6M | +15.5% | -20.7% | +36.1% | +22.6% |
| YTD | +30.8% | -18.4% | +49.2% | +36.7% |
| 1Y | +34.3% | -8.1% | +42.4% | +32.5% |
| 3Y | +35.1% | -24.2% | +59.2% | +39.9% |
| 5Y | +126.8% | -50.4% | +177.3% | +173.5% |
| 10Y | +123.4% | -40.0% | +163.4% | +142.1% |
| All | +92.0% | -19.6% | +111.6% | +60.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling