-1.1%
BX vs BBWI
-68.3%
+67.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.9% | +0.1% | -1.9% |
| 7D | -1.1% | -4.5% | +3.5% | +0.4% |
| 30D | +8.8% | +17.1% | -8.3% | +3.7% |
| 3M | -18.3% | +17.5% | -35.7% | -22.8% |
| 6M | -1.5% | +12.8% | -14.3% | -7.1% |
| YTD | -19.9% | +8.2% | -28.1% | -24.4% |
| 1Y | -14.5% | -1.8% | -12.7% | -18.2% |
| 3Y | +32.3% | -25.8% | +58.1% | +28.9% |
| 5Y | -1.1% | -68.0% | +66.9% | +48.4% |
| All | -1.1% | -68.3% | +67.2% | +48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 5y: compounded portfolio wealth divided by compounded BBWI 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…
5y analysis · Full analysis span regression · 6 months rolling