+298.2%
WBD vs BP
+98.0%
+200.2%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -1.0% | -0.7% |
| 7D | -1.8% | +3.9% | -5.7% | -3.6% |
| 30D | +8.8% | +7.6% | +1.2% | +5.0% |
| 3M | +4.6% | +0.7% | +3.9% | +3.6% |
| 6M | +1.1% | +15.5% | -14.4% | -6.8% |
| YTD | -2.0% | +30.8% | -32.8% | -15.2% |
| 1Y | +140.0% | +34.3% | +105.7% | +104.3% |
| 3Y | +144.4% | +35.1% | +109.3% | +105.7% |
| 5Y | -0.2% | +126.8% | -127.0% | -35.5% |
| 10Y | +9.1% | +123.4% | -114.2% | -35.1% |
| All | +298.2% | +98.0% | +200.2% | +129.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling