+16.0%
BX vs WCC
+211.6%
-195.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.2% | +0.4% | -1.4% |
| 7D | -8.9% | +1.7% | -10.6% | -9.7% |
| 30D | -14.8% | -6.1% | -8.7% | -12.7% |
| 3M | +6.9% | +3.1% | +3.8% | +3.9% |
| 6M | +16.3% | +28.2% | -12.0% | +0.2% |
| YTD | -16.1% | +41.1% | -57.2% | -31.4% |
| 1Y | -26.8% | +61.3% | -88.1% | -44.8% |
| 3Y | +22.4% | +123.6% | -101.2% | -27.3% |
| 5Y | +16.0% | +214.8% | -198.8% | -47.3% |
| All | +16.0% | +211.6% | -195.6% | -47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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