+30.8%
BX vs WAT
+49.0%
-18.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.1% |
| 7D | -2.0% | -0.7% | -1.2% | -1.7% |
| 30D | -2.3% | -1.0% | -1.3% | -1.9% |
| 3M | +18.5% | +10.9% | +7.6% | +14.4% |
| 6M | +23.7% | +33.2% | -9.5% | +11.4% |
| YTD | -10.4% | +6.1% | -16.4% | -13.3% |
| 1Y | -19.6% | +30.2% | -49.8% | -28.4% |
| 3Y | +30.8% | +52.9% | -22.1% | +6.1% |
| All | +30.8% | +49.0% | -18.2% | +6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling