+18.4%
BX vs WPM
+263.6%
-245.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.1% | +0.4% | +2.0% |
| 7D | -5.6% | -0.6% | -5.1% | -5.5% |
| 30D | -12.2% | +14.4% | -26.6% | -15.1% |
| 3M | +7.4% | +37.0% | -29.6% | -0.4% |
| 6M | +22.2% | +4.1% | +18.0% | +19.6% |
| YTD | -14.0% | +31.7% | -45.7% | -21.1% |
| 1Y | -27.3% | +44.2% | -71.5% | -35.2% |
| 3Y | +24.5% | +265.5% | -240.9% | -19.4% |
| All | +18.4% | +263.6% | -245.2% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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