+16.0%
BX vs WAB
+220.1%
-204.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -10.9% |
| 3M | +6.9% | +9.4% | -2.4% | -1.3% |
| 6M | +16.3% | +13.8% | +2.4% | +2.9% |
| YTD | -16.1% | +31.8% | -47.8% | -34.4% |
| 1Y | -26.8% | +48.5% | -75.3% | -48.6% |
| 3Y | +22.4% | +167.0% | -144.5% | -49.1% |
| 5Y | +16.0% | +222.3% | -206.3% | -59.7% |
| All | +16.0% | +220.1% | -204.1% | -59.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling