+30.8%
BX vs W
+44.2%
-13.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.7% |
| 7D | -2.0% | +6.5% | -8.5% | -3.5% |
| 30D | -2.3% | -6.2% | +3.9% | -0.9% |
| 3M | +18.5% | +48.9% | -30.4% | +4.9% |
| 6M | +23.7% | +31.2% | -7.5% | +11.8% |
| YTD | -10.4% | -0.4% | -9.9% | -13.7% |
| 1Y | -19.6% | +14.8% | -34.4% | -26.7% |
| 3Y | +30.8% | +40.5% | -9.7% | -4.6% |
| All | +30.8% | +44.2% | -13.4% | -4.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling