+674.8%
BX vs WM
+339.4%
+335.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.9% |
| 7D | +1.8% | +1.2% | +0.6% | +1.1% |
| 30D | +7.9% | +13.1% | -5.2% | +0.6% |
| 3M | -9.6% | +3.6% | -13.2% | -11.5% |
| 6M | -2.3% | +8.1% | -10.3% | -7.3% |
| YTD | -19.3% | +8.9% | -28.2% | -24.3% |
| 1Y | -13.2% | +20.3% | -33.6% | -23.6% |
| 3Y | +33.8% | +46.2% | -12.4% | -0.2% |
| 5Y | 0.0% | +59.9% | -59.9% | -30.9% |
| All | +674.8% | +339.4% | +335.4% | +238.5% |
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