+642.7%
BX vs W
+155.6%
+487.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.7% | -0.2% | -2.3% |
| 7D | -8.9% | +0.5% | -9.4% | -9.0% |
| 30D | -14.8% | -5.6% | -9.2% | -13.8% |
| 3M | +6.9% | +41.9% | -35.0% | -2.6% |
| 6M | +16.3% | +30.2% | -13.9% | +7.0% |
| YTD | -16.1% | -2.9% | -13.1% | -18.3% |
| 1Y | -26.8% | +11.6% | -38.4% | -31.7% |
| 3Y | +22.4% | +37.0% | -14.5% | +0.9% |
| 5Y | +16.0% | -62.8% | +78.9% | +4.7% |
| All | +642.7% | +155.6% | +487.1% | +314.7% |
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