+866.0%
BX vs BBWI
+146.8%
+719.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -2.8% | -7.7% | +4.9% | 0.0% |
| 30D | +7.3% | +24.8% | -17.4% | -0.9% |
| 3M | -16.3% | +16.2% | -32.5% | -21.6% |
| 6M | +2.5% | +15.8% | -13.3% | -5.3% |
| YTD | -17.6% | +11.4% | -29.0% | -24.0% |
| 1Y | -12.4% | +3.2% | -15.6% | -18.9% |
| 3Y | +36.2% | -23.5% | +59.7% | +31.4% |
| 5Y | +3.0% | -67.4% | +70.4% | +30.1% |
| 10Y | +680.0% | -46.0% | +726.0% | +546.6% |
| All | +866.0% | +146.8% | +719.1% | +119.0% |
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