+9.2%
WBD vs BP
+135.4%
-126.2%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.5% | +27.3% | +12.2% | +25.2% |
| 7D | +39.5% | +27.3% | +12.2% | +25.2% |
| 30D | +39.5% | +27.3% | +12.2% | +25.2% |
| 3M | +39.5% | +27.3% | +12.2% | +25.2% |
| 6M | +39.5% | +27.3% | +12.2% | +25.2% |
| YTD | +39.5% | +27.3% | +12.2% | +25.2% |
| 1Y | +63.0% | +37.3% | +25.6% | +41.4% |
| 3Y | +206.7% | +44.0% | +162.7% | +157.4% |
| 5Y | +18.4% | +101.4% | -83.1% | -16.1% |
| All | +9.2% | +135.4% | -126.2% | -26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 10y: compounded portfolio wealth divided by compounded BP 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…
10y analysis · Full analysis span regression · 6 months rolling