+25.1%
BX vs WEC
+40.3%
-15.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -2.8% | -3.4% |
| 7D | -5.7% | +0.4% | -6.1% | -5.8% |
| 30D | -8.9% | +0.9% | -9.8% | -9.2% |
| 3M | +8.4% | -5.3% | +13.7% | +9.8% |
| 6M | +18.9% | -6.6% | +25.5% | +20.9% |
| YTD | -13.6% | +3.3% | -16.9% | -15.1% |
| 1Y | -22.4% | +2.1% | -24.5% | -23.4% |
| All | +25.1% | +40.3% | -15.2% | +8.6% |
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