+25.1%
BX vs WAB
+164.8%
-139.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.4% | -2.3% | -2.8% |
| 7D | -5.7% | +0.2% | -5.9% | -5.8% |
| 30D | -8.9% | -4.6% | -4.3% | -6.2% |
| 3M | +8.4% | +5.6% | +2.8% | +3.8% |
| 6M | +18.9% | +13.8% | +5.1% | +7.2% |
| YTD | -13.6% | +31.9% | -45.5% | -30.6% |
| 1Y | -22.4% | +48.3% | -70.7% | -43.4% |
| All | +25.1% | +164.8% | -139.7% | -39.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling