+1,121.6%
BX vs NWSA
+123.2%
+998.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -0.5% |
| 7D | -2.0% | -2.6% | +0.7% | -0.5% |
| 30D | -2.3% | +4.6% | -6.9% | -4.8% |
| 3M | +18.5% | +10.2% | +8.3% | +11.4% |
| 6M | +23.7% | +21.6% | +2.1% | +9.7% |
| YTD | -10.4% | +14.6% | -25.0% | -18.1% |
| 1Y | -19.6% | +0.4% | -19.9% | -20.8% |
| 3Y | +30.8% | +45.0% | -14.2% | +5.6% |
| 5Y | +24.3% | +41.3% | -16.9% | +0.6% |
| 10Y | +679.5% | +142.8% | +536.7% | +332.6% |
| All | +1,121.6% | +123.2% | +998.4% | +595.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling