+851.5%
BX vs BWA
+234.7%
+616.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | +0.6% | +4.3% | -3.7% | -1.7% |
| 30D | +14.2% | -13.0% | +27.3% | +22.5% |
| 3M | -18.7% | -24.8% | +6.1% | -6.3% |
| 6M | +2.5% | -23.5% | +26.0% | +15.5% |
| YTD | -18.8% | +13.8% | -32.7% | -29.2% |
| 1Y | -10.3% | +13.4% | -23.7% | -21.8% |
| 3Y | +35.4% | +62.8% | -27.4% | -6.1% |
| 5Y | +0.3% | +28.5% | -28.2% | -22.1% |
| 10Y | +668.4% | +95.4% | +573.0% | +309.8% |
| All | +851.5% | +234.7% | +616.8% | +170.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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