-1.5%
BX vs WM
+14.0%
-15.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.6% | -4.4% | -3.2% |
| 7D | -1.1% | +1.2% | -2.2% | -1.3% |
| 30D | +8.8% | +15.2% | -6.4% | +7.6% |
| 3M | -18.3% | +8.3% | -26.6% | -19.5% |
| 6M | -1.5% | +13.1% | -14.7% | -1.2% |
| All | -1.5% | +14.0% | -15.5% | -1.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling