+637.6%
BX vs W
+212.6%
+425.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.7% | +2.5% | -0.5% |
| 7D | +3.7% | +1.1% | +2.6% | +3.4% |
| 30D | +8.2% | +6.4% | +1.8% | +6.9% |
| 3M | -12.7% | +9.0% | -21.6% | -14.4% |
| 6M | +1.0% | +69.8% | -68.9% | -10.9% |
| YTD | -17.2% | +12.1% | -29.3% | -21.6% |
| 1Y | -11.6% | 0.0% | -11.6% | -14.6% |
| 3Y | +36.8% | +160.3% | -123.6% | +2.0% |
| 5Y | +4.8% | -53.3% | +58.1% | -8.6% |
| 10Y | +672.8% | +217.0% | +455.8% | +347.4% |
| All | +637.6% | +212.6% | +425.0% | +320.6% |
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 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