+642.7%
BX vs WEC
+146.6%
+496.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.1% | -2.5% |
| 7D | -8.9% | -1.3% | -7.6% | -8.4% |
| 30D | -14.8% | -0.4% | -14.4% | -14.7% |
| 3M | +6.9% | -6.8% | +13.7% | +9.9% |
| 6M | +16.3% | -6.4% | +22.7% | +19.1% |
| YTD | -16.1% | +2.5% | -18.6% | -17.5% |
| 1Y | -26.8% | -0.4% | -26.4% | -27.2% |
| 3Y | +22.4% | +38.5% | -16.1% | +3.8% |
| 5Y | +16.0% | +31.7% | -15.7% | +0.2% |
| All | +642.7% | +146.6% | +496.1% | +483.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 10y: compounded portfolio wealth divided by compounded WEC 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…
10y analysis · Full analysis span regression · 6 months rolling