-27.3%
BX vs WEC
-0.3%
-27.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | -5.6% | -0.6% | -5.0% | -5.5% |
| 30D | -12.2% | -2.6% | -9.6% | -12.1% |
| 3M | +7.4% | -6.0% | +13.4% | +8.1% |
| 6M | +22.2% | -5.4% | +27.6% | +22.6% |
| YTD | -14.0% | +2.5% | -16.5% | -16.0% |
| 1Y | -27.3% | -0.7% | -26.6% | -27.2% |
| All | -27.3% | -0.3% | -27.0% | -27.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling