+642.7%
BX vs WAB
+292.7%
+350.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.8% | -2.8% |
| 7D | -8.9% | -0.2% | -8.7% | -8.8% |
| 30D | -14.8% | -5.9% | -8.9% | -12.1% |
| 3M | +6.9% | +9.4% | -2.4% | +1.5% |
| 6M | +16.3% | +13.8% | +2.4% | +7.6% |
| YTD | -16.1% | +31.8% | -47.8% | -28.2% |
| 1Y | -26.8% | +48.5% | -75.3% | -41.3% |
| 3Y | +22.4% | +167.0% | -144.5% | -26.2% |
| 5Y | +16.0% | +222.3% | -206.3% | -35.3% |
| All | +642.7% | +292.7% | +350.0% | +232.9% |
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