-22.4%
BX vs W
+15.1%
-37.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.2% | -3.8% | -3.7% |
| 7D | -5.7% | +5.9% | -11.6% | -6.6% |
| 30D | -8.9% | -3.0% | -5.8% | -8.5% |
| 3M | +8.4% | +40.3% | -31.9% | +0.6% |
| 6M | +18.9% | +32.2% | -13.3% | +10.4% |
| YTD | -13.6% | -0.3% | -13.3% | -17.0% |
| 1Y | -22.4% | +16.2% | -38.6% | -27.5% |
| All | -22.4% | +15.1% | -37.5% | -27.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling