+613.5%
BX vs W
+209.7%
+403.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.6% | -0.3% | -2.3% |
| 7D | -1.1% | -1.7% | +0.6% | -0.7% |
| 30D | +8.8% | +3.2% | +5.6% | +8.1% |
| 3M | -18.3% | +8.3% | -26.6% | -19.7% |
| 6M | -1.5% | +84.3% | -85.8% | -14.4% |
| YTD | -19.9% | +11.0% | -30.9% | -24.0% |
| 1Y | -14.5% | -0.2% | -14.3% | -17.4% |
| 3Y | +32.3% | +157.9% | -125.6% | -1.2% |
| 5Y | -1.1% | -56.8% | +55.7% | -12.7% |
| 10Y | +657.8% | +212.2% | +445.6% | +339.8% |
| All | +613.5% | +209.7% | +403.9% | +307.7% |
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