+635.8%
BX vs WAB
+266.7%
+369.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.8% |
| 7D | +0.6% | +5.1% | -4.5% | -2.0% |
| 30D | +14.2% | +4.0% | +10.2% | +11.6% |
| 3M | -18.7% | +0.1% | -18.8% | -19.1% |
| 6M | +2.5% | +12.8% | -10.3% | -4.7% |
| YTD | -18.8% | +40.1% | -58.9% | -33.0% |
| 1Y | -10.3% | +46.4% | -56.7% | -27.7% |
| 3Y | +35.4% | +167.4% | -132.0% | -19.3% |
| 5Y | +0.3% | +215.0% | -214.8% | -44.5% |
| All | +635.8% | +266.7% | +369.2% | +224.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 10y: compounded portfolio wealth divided by compounded WAB 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…
10y analysis · Full analysis span regression · 6 months rolling