+625.7%
BX vs WAT
+223.8%
+401.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.8% | -1.0% | -2.0% |
| 7D | -1.1% | +2.0% | -3.1% | -2.0% |
| 30D | +8.8% | +7.7% | +1.1% | +4.9% |
| 3M | -18.3% | +11.1% | -29.3% | -22.5% |
| 6M | -1.5% | +31.2% | -32.8% | -14.3% |
| YTD | -19.9% | +21.7% | -41.6% | -28.8% |
| 1Y | -14.5% | +19.3% | -33.8% | -23.3% |
| 3Y | +32.3% | +80.6% | -48.3% | -10.1% |
| 5Y | -1.1% | +29.5% | -30.6% | -20.4% |
| All | +625.7% | +223.8% | +401.9% | +295.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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