-12.0%
BX vs W
+1.8%
-13.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.8% |
| 7D | -2.8% | -7.4% | +4.6% | -1.3% |
| 30D | +7.3% | +7.8% | -0.5% | +5.7% |
| 3M | -16.3% | +10.9% | -27.2% | -18.1% |
| 6M | +2.5% | +86.4% | -83.9% | -11.6% |
| YTD | -17.6% | +14.0% | -31.5% | -22.8% |
| All | -12.0% | +1.8% | -13.8% | -16.8% |
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