+710.1%
BX vs WM
+337.2%
+372.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.1% | +3.7% | +3.7% |
| 7D | +3.3% | -0.5% | +3.7% | +3.5% |
| 30D | +9.6% | +13.3% | -3.7% | +2.1% |
| 3M | -8.7% | +4.4% | -13.1% | -11.0% |
| 6M | +2.2% | +10.8% | -8.6% | -4.4% |
| YTD | -16.2% | +9.1% | -25.3% | -21.5% |
| 1Y | -11.5% | +19.1% | -30.6% | -21.6% |
| 3Y | +41.0% | +45.7% | -4.7% | +5.5% |
| 5Y | +1.1% | +60.4% | -59.4% | -30.3% |
| 10Y | +710.1% | +328.7% | +381.4% | +242.2% |
| All | +710.1% | +337.2% | +372.9% | +242.2% |
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