+635.8%
BX vs W
+212.4%
+423.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.3% |
| 7D | +0.6% | +0.2% | +0.4% | +0.5% |
| 30D | +14.2% | +6.8% | +7.4% | +12.6% |
| 3M | -18.7% | +10.7% | -29.4% | -20.7% |
| 6M | +2.5% | +86.3% | -83.9% | -12.2% |
| YTD | -18.8% | +11.5% | -30.3% | -23.3% |
| 1Y | -10.3% | +5.1% | -15.4% | -14.6% |
| 3Y | +35.4% | +171.0% | -135.6% | -2.6% |
| 5Y | +0.3% | -56.6% | +56.9% | -12.4% |
| All | +635.8% | +212.4% | +423.5% | +296.1% |
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