+135.8%
BP vs WWD
+192.1%
-56.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.0% | +4.4% | +2.7% |
| 7D | +0.9% | +0.8% | +0.1% | +0.8% |
| 30D | +9.1% | -6.4% | +15.6% | +9.9% |
| 3M | +3.9% | -5.6% | +9.5% | +3.8% |
| 6M | +13.6% | -9.1% | +22.7% | +13.5% |
| YTD | +34.0% | +12.5% | +21.5% | +27.8% |
| 1Y | +39.2% | +41.3% | -2.2% | +25.8% |
| 3Y | +36.4% | +170.2% | -133.8% | +4.0% |
| 5Y | +135.8% | +192.5% | -56.7% | +70.4% |
| All | +135.8% | +192.1% | -56.3% | +70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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