-14.5%
BX vs WAT
+19.9%
-34.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.8% | -1.0% | -2.3% |
| 7D | -1.1% | +2.0% | -3.1% | -1.6% |
| 30D | +8.8% | +7.7% | +1.1% | +6.5% |
| 3M | -18.3% | +11.1% | -29.3% | -20.8% |
| 6M | -1.5% | +31.2% | -32.8% | -8.9% |
| YTD | -19.9% | +21.7% | -41.6% | -27.2% |
| 1Y | -14.5% | +19.3% | -33.8% | -21.7% |
| All | -14.5% | +19.9% | -34.4% | -21.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling