+967.7%
BX vs WAT
+593.9%
+373.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.5% |
| 7D | -4.4% | -1.3% | -3.1% | -3.6% |
| 30D | +0.1% | +2.3% | -2.3% | -1.2% |
| 3M | +16.0% | +8.7% | +7.3% | +10.2% |
| 6M | +21.6% | +28.3% | -6.7% | +3.4% |
| YTD | -8.9% | +7.8% | -16.7% | -15.3% |
| 1Y | -16.6% | +36.6% | -53.2% | -33.5% |
| 3Y | +43.3% | +45.7% | -2.3% | +2.3% |
| 5Y | +25.7% | -3.3% | +29.0% | +14.6% |
| 10Y | +689.5% | +162.1% | +527.4% | +241.8% |
| All | +967.7% | +593.9% | +373.9% | +75.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling