+838.5%
BX vs WAT
+683.4%
+155.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.8% | -1.0% | -1.8% |
| 7D | -1.1% | +2.0% | -3.1% | -2.2% |
| 30D | +8.8% | +7.7% | +1.1% | +4.0% |
| 3M | -18.3% | +11.1% | -29.3% | -23.4% |
| 6M | -1.5% | +31.2% | -32.8% | -17.0% |
| YTD | -19.9% | +21.7% | -41.6% | -30.9% |
| 1Y | -14.5% | +19.3% | -33.8% | -25.4% |
| 3Y | +32.3% | +80.6% | -48.3% | -17.0% |
| 5Y | -1.1% | +29.5% | -30.6% | -24.7% |
| 10Y | +657.8% | +225.3% | +432.5% | +188.5% |
| All | +838.5% | +683.4% | +155.1% | +43.2% |
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