+18.8%
BX vs WAT
-4.9%
+23.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.5% | -4.1% | -3.9% |
| 7D | -5.7% | -1.8% | -3.9% | -4.9% |
| 30D | -8.9% | -1.7% | -7.2% | -8.1% |
| 3M | +8.4% | +9.1% | -0.7% | +4.0% |
| 6M | +18.9% | +32.4% | -13.5% | +3.4% |
| YTD | -13.6% | +6.6% | -20.2% | -17.6% |
| 1Y | -22.4% | +34.7% | -57.1% | -34.8% |
| 3Y | +26.0% | +53.6% | -27.6% | -9.0% |
| 5Y | +18.8% | -4.1% | +22.9% | +10.6% |
| All | +18.8% | -4.9% | +23.7% | +10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling