-13.9%
BX vs WETO
-99.4%
+85.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -5.4% | +7.9% | +2.4% |
| 7D | -5.6% | -4.3% | -1.3% | -5.6% |
| 30D | -12.2% | -39.9% | +27.7% | -11.3% |
| 3M | +7.4% | -97.9% | +105.3% | +10.2% |
| 6M | +22.2% | -95.0% | +117.2% | +22.9% |
| YTD | -14.0% | -97.2% | +83.2% | -12.7% |
| 1Y | -27.3% | -98.9% | +71.6% | -25.2% |
| All | -13.9% | -99.4% | +85.5% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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