+846.1%
BX vs WM
+882.2%
-36.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +1.4% |
| 7D | +1.8% | +1.2% | +0.6% | +0.8% |
| 30D | +7.9% | +13.1% | -5.2% | -2.2% |
| 3M | -9.6% | +3.6% | -13.2% | -12.4% |
| 6M | -2.3% | +8.1% | -10.3% | -9.4% |
| YTD | -19.3% | +8.9% | -28.2% | -26.4% |
| 1Y | -13.2% | +20.3% | -33.6% | -27.3% |
| 3Y | +33.8% | +46.2% | -12.4% | -9.2% |
| 5Y | 0.0% | +59.9% | -59.9% | -38.6% |
| 10Y | +685.4% | +345.6% | +339.8% | +79.0% |
| All | +846.1% | +882.2% | -36.1% | -16.3% |
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