+647.0%
BX vs W
+219.4%
+427.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.8% |
| 7D | -2.8% | -7.4% | +4.6% | -1.2% |
| 30D | +7.3% | +7.8% | -0.5% | +5.5% |
| 3M | -16.3% | +10.9% | -27.2% | -18.3% |
| 6M | +2.5% | +86.4% | -83.9% | -12.2% |
| YTD | -17.6% | +14.0% | -31.5% | -22.6% |
| 1Y | -12.4% | +3.5% | -15.9% | -16.3% |
| 3Y | +36.2% | +164.8% | -128.6% | -1.6% |
| 5Y | +3.0% | -53.1% | +56.1% | -11.3% |
| All | +647.0% | +219.4% | +427.6% | +300.2% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 10y: compounded portfolio wealth divided by compounded W 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…
10y analysis · Full analysis span regression · 6 months rolling