+21.5%
BX vs NWSA
+43.0%
-21.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.1% | -2.3% |
| 7D | -8.9% | -4.8% | -4.2% | -5.7% |
| 30D | -14.8% | +3.0% | -17.8% | -16.6% |
| 3M | +6.9% | +9.3% | -2.4% | -0.7% |
| 6M | +16.3% | +23.2% | -6.9% | -2.0% |
| YTD | -16.1% | +13.3% | -29.4% | -24.7% |
| 1Y | -26.8% | +2.9% | -29.7% | -28.9% |
| All | +21.5% | +43.0% | -21.4% | -9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling