+223.9%
WBD vs BP
+59.5%
+164.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +0.7% |
| 7D | +3.1% | +6.5% | -3.4% | +0.2% |
| 30D | +34.4% | +10.8% | +23.5% | +28.1% |
| 3M | +110.6% | +10.3% | +100.3% | +100.7% |
| 6M | +153.4% | +28.6% | +124.8% | +123.8% |
| YTD | +117.4% | +31.3% | +86.1% | +91.3% |
| 1Y | +150.3% | +34.2% | +116.2% | +118.0% |
| 3Y | +112.8% | +30.1% | +82.7% | +85.2% |
| 5Y | +0.3% | +146.3% | -146.0% | -38.4% |
| 10Y | -23.6% | +89.2% | -112.7% | -50.2% |
| All | +223.9% | +59.5% | +164.4% | +111.1% |
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