+950.6%
BX vs WCN
+1,274.2%
-323.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -0.9% |
| 7D | -2.0% | -0.4% | -1.5% | -1.7% |
| 30D | -2.3% | -2.1% | -0.2% | -0.8% |
| 3M | +18.5% | +6.4% | +12.1% | +12.4% |
| 6M | +23.7% | -3.7% | +27.4% | +24.6% |
| YTD | -10.4% | -6.4% | -4.0% | -8.2% |
| 1Y | -19.6% | -7.9% | -11.6% | -16.9% |
| 3Y | +30.8% | +20.8% | +10.0% | +7.4% |
| 5Y | +24.3% | +29.0% | -4.6% | -3.3% |
| 10Y | +679.5% | +236.4% | +443.1% | +190.6% |
| All | +950.6% | +1,274.2% | -323.5% | +19.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling