-10.3%
BX vs W
+0.7%
-11.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.3% |
| 7D | +0.6% | +0.2% | +0.4% | +0.6% |
| 30D | +14.2% | +6.8% | +7.4% | +12.9% |
| 3M | -18.7% | +10.7% | -29.4% | -20.3% |
| 6M | +2.5% | +86.3% | -83.9% | -11.4% |
| YTD | -18.8% | +11.5% | -30.3% | -23.5% |
| 1Y | -10.3% | +5.1% | -15.4% | -15.3% |
| All | -10.3% | +0.7% | -11.0% | -15.3% |
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