+21.5%
BX vs WCN
+18.2%
+3.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.7% | -2.5% |
| 7D | -8.9% | -4.4% | -4.5% | -7.7% |
| 30D | -14.8% | -4.4% | -10.3% | -13.6% |
| 3M | +6.9% | +0.5% | +6.5% | +6.5% |
| 6M | +16.3% | -3.3% | +19.5% | +17.2% |
| YTD | -16.1% | -8.5% | -7.6% | -13.5% |
| 1Y | -26.8% | -8.9% | -17.9% | -24.4% |
| All | +21.5% | +18.2% | +3.4% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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