+17,845.4%
WDC vs BP
+1,327.5%
+16,517.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.5% | +5.3% | +5.6% |
| 7D | +1.7% | +3.9% | -2.2% | -0.2% |
| 30D | -10.0% | +7.6% | -17.6% | -13.4% |
| 3M | -18.8% | +0.7% | -19.5% | -19.6% |
| 6M | +79.0% | +15.5% | +63.5% | +63.5% |
| YTD | +171.6% | +30.8% | +140.7% | +132.9% |
| 1Y | +417.4% | +34.3% | +383.1% | +335.3% |
| 3Y | +1,251.8% | +35.1% | +1,216.7% | +1,016.2% |
| 5Y | +911.7% | +126.8% | +784.9% | +530.7% |
| 10Y | +1,399.6% | +123.4% | +1,276.3% | +815.1% |
| All | +17,845.4% | +1,327.5% | +16,517.9% | +5,514.9% |
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