+967.7%
BX vs BBWI
+121.7%
+846.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -4.0% | -2.1% |
| 7D | -4.4% | +1.5% | -5.9% | -4.9% |
| 30D | +0.1% | -5.2% | +5.3% | +1.2% |
| 3M | +16.0% | +11.1% | +4.9% | +10.0% |
| 6M | +21.6% | -13.4% | +35.0% | +24.3% |
| YTD | -8.9% | +0.1% | -9.0% | -12.2% |
| 1Y | -16.6% | -36.1% | +19.5% | -8.0% |
| 3Y | +43.3% | -44.1% | +87.4% | +56.0% |
| 5Y | +25.7% | -66.2% | +91.9% | +57.3% |
| 10Y | +689.5% | -54.8% | +744.3% | +608.8% |
| All | +967.7% | +121.7% | +846.0% | +153.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling