+37.4%
BX vs WEC
+62.7%
-25.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | -2.8% | -0.5% | -2.3% | -2.7% |
| 30D | +7.3% | +12.0% | -4.7% | +4.1% |
| 3M | -16.3% | +11.1% | -27.4% | -18.7% |
| 6M | +2.5% | +6.0% | -3.5% | +0.6% |
| YTD | -17.6% | +14.3% | -31.9% | -21.1% |
| 1Y | -12.4% | +8.0% | -20.4% | -14.7% |
| All | +37.4% | +62.7% | -25.3% | +16.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling