+680.0%
BX vs WM
+332.5%
+347.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.7% | -1.1% |
| 7D | -2.8% | +0.8% | -3.6% | -3.3% |
| 30D | +7.3% | +13.8% | -6.5% | -0.3% |
| 3M | -16.3% | +6.4% | -22.7% | -19.3% |
| 6M | +2.5% | +13.2% | -10.7% | -5.3% |
| YTD | -17.6% | +10.8% | -28.3% | -23.5% |
| 1Y | -12.4% | +20.2% | -32.6% | -22.7% |
| 3Y | +36.2% | +46.5% | -10.3% | +1.6% |
| 5Y | +3.0% | +61.3% | -58.3% | -29.1% |
| 10Y | +680.0% | +324.8% | +355.2% | +222.2% |
| All | +680.0% | +332.5% | +347.5% | +222.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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