+11,028.0%
WDC vs BP
+1,352.9%
+9,675.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.1% | +9.7% | +9.8% |
| 7D | -14.4% | -6.9% | -7.5% | -11.3% |
| 30D | -27.1% | -3.6% | -23.5% | -25.9% |
| 3M | -33.3% | +8.4% | -41.7% | -36.3% |
| 6M | -39.6% | +5.3% | -44.9% | -42.1% |
| YTD | +68.4% | +33.2% | +35.2% | +42.3% |
| 1Y | +78.2% | +28.2% | +50.0% | +52.7% |
| 3Y | +772.0% | +49.2% | +722.8% | +583.4% |
| 5Y | +584.9% | +102.9% | +482.0% | +349.3% |
| 10Y | +653.4% | +127.7% | +525.8% | +352.8% |
| All | +11,028.0% | +1,352.9% | +9,675.0% | +3,329.7% |
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