+1,335.7%
BP vs WY
+688.1%
+647.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.3% |
| 7D | +3.9% | -1.7% | +5.7% | +4.5% |
| 30D | +7.6% | -10.1% | +17.7% | +11.3% |
| 3M | +0.7% | -5.1% | +5.8% | +1.8% |
| 6M | +15.5% | -4.8% | +20.3% | +16.0% |
| YTD | +30.8% | -0.2% | +31.1% | +29.1% |
| 1Y | +34.3% | -6.6% | +40.9% | +34.9% |
| 3Y | +35.1% | -22.7% | +57.8% | +42.3% |
| 5Y | +126.8% | -22.2% | +149.0% | +134.6% |
| 10Y | +123.4% | +7.3% | +116.1% | +98.5% |
| All | +1,335.7% | +688.1% | +647.6% | +721.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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