+851.5%
BX vs BBWI
+143.1%
+708.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +0.9% |
| 7D | +0.6% | +0.1% | +0.4% | +0.6% |
| 30D | +14.2% | +12.9% | +1.4% | +9.5% |
| 3M | -18.7% | +16.0% | -34.7% | -23.8% |
| 6M | +2.5% | +16.6% | -14.1% | -5.5% |
| YTD | -18.8% | +9.7% | -28.6% | -24.7% |
| 1Y | -10.3% | +1.5% | -11.8% | -16.4% |
| 3Y | +35.4% | -21.4% | +56.7% | +29.3% |
| 5Y | +0.3% | -67.6% | +67.8% | +26.9% |
| 10Y | +668.4% | -46.8% | +715.2% | +540.5% |
| All | +851.5% | +143.1% | +708.5% | +117.0% |
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