+661.1%
BX vs WAT
+170.9%
+490.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.8% | +1.7% |
| 7D | -5.6% | -0.3% | -5.4% | -5.5% |
| 30D | -12.2% | -1.9% | -10.3% | -11.4% |
| 3M | +7.4% | +13.5% | -6.1% | +1.0% |
| 6M | +22.2% | +37.2% | -15.1% | +4.1% |
| YTD | -14.0% | +7.5% | -21.5% | -18.5% |
| 1Y | -27.3% | +35.0% | -62.3% | -39.0% |
| 3Y | +24.5% | +55.1% | -30.5% | -8.0% |
| 5Y | +18.9% | -2.8% | +21.7% | +10.5% |
| All | +661.1% | +170.9% | +490.1% | +353.1% |
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