+967.7%
BX vs WAB
+1,508.7%
-541.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.6% |
| 7D | -4.4% | -3.2% | -1.2% | -2.4% |
| 30D | +0.1% | -4.4% | +4.5% | +2.9% |
| 3M | +16.0% | +7.9% | +8.2% | +9.9% |
| 6M | +21.6% | +8.7% | +12.9% | +13.8% |
| YTD | -8.9% | +33.0% | -41.9% | -25.0% |
| 1Y | -16.6% | +46.7% | -63.3% | -35.7% |
| 3Y | +43.3% | +153.0% | -109.7% | -21.4% |
| 5Y | +25.7% | +222.3% | -196.6% | -40.0% |
| 10Y | +689.5% | +291.0% | +398.5% | +178.7% |
| All | +967.7% | +1,508.7% | -541.0% | +13.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling