+967.7%
BX vs WM
+806.4%
+161.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.1% |
| 7D | -4.4% | -0.3% | -4.1% | -4.2% |
| 30D | +0.1% | -2.4% | +2.5% | +1.8% |
| 3M | +16.0% | +0.4% | +15.6% | +14.5% |
| 6M | +21.6% | -9.5% | +31.1% | +29.2% |
| YTD | -8.9% | +0.5% | -9.4% | -11.3% |
| 1Y | -16.6% | -1.1% | -15.5% | -18.3% |
| 3Y | +43.3% | +46.0% | -2.7% | -3.5% |
| 5Y | +25.7% | +51.8% | -26.1% | -19.6% |
| 10Y | +689.5% | +307.5% | +382.0% | +93.4% |
| All | +967.7% | +806.4% | +161.3% | +0.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling