+0.4%
BX vs WM
+61.9%
-61.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | +0.6% | +3.2% | -2.6% | -0.6% |
| 30D | +14.2% | +13.0% | +1.2% | +9.2% |
| 3M | -18.7% | +9.2% | -28.0% | -21.4% |
| 6M | +2.5% | +13.6% | -11.2% | -2.9% |
| YTD | -18.8% | +12.4% | -31.2% | -23.1% |
| 1Y | -10.3% | +21.2% | -31.5% | -17.9% |
| 3Y | +35.4% | +48.7% | -13.3% | +7.2% |
| All | +0.4% | +61.9% | -61.5% | -25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling