-27.3%
BX vs NWSA
+3.0%
-30.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.3% | +2.4% |
| 7D | -5.6% | -2.8% | -2.8% | -4.4% |
| 30D | -12.2% | +3.0% | -15.3% | -13.4% |
| 3M | +7.4% | +12.3% | -4.9% | +1.2% |
| 6M | +22.2% | +21.9% | +0.3% | +9.8% |
| YTD | -14.0% | +13.6% | -27.6% | -19.6% |
| 1Y | -27.3% | +0.5% | -27.8% | -28.5% |
| All | -27.3% | +3.0% | -30.3% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling