+711.8%
BX vs W
+176.2%
+535.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.5% | -3.6% | -1.6% |
| 7D | -4.4% | -4.2% | -0.2% | -3.6% |
| 30D | +0.1% | -7.6% | +7.7% | +1.5% |
| 3M | +16.0% | +37.2% | -21.1% | +7.2% |
| 6M | +21.6% | +26.3% | -4.7% | +13.3% |
| YTD | -8.9% | -1.0% | -7.9% | -11.4% |
| 1Y | -16.6% | +20.1% | -36.7% | -23.0% |
| 3Y | +43.3% | +37.8% | +5.5% | +20.0% |
| 5Y | +25.7% | -63.7% | +89.3% | +14.6% |
| 10Y | +689.5% | +156.3% | +533.2% | +372.7% |
| All | +711.8% | +176.2% | +535.6% | +375.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling