+16.0%
BX vs WSM
+171.2%
-155.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.2% | -2.1% |
| 7D | -8.9% | +0.4% | -9.4% | -9.1% |
| 30D | -14.8% | -10.7% | -4.1% | -10.5% |
| 3M | +6.9% | +8.5% | -1.6% | +2.9% |
| 6M | +16.3% | +19.6% | -3.4% | +7.1% |
| YTD | -16.1% | +26.6% | -42.7% | -24.7% |
| 1Y | -26.8% | +12.0% | -38.7% | -31.1% |
| 3Y | +22.4% | +226.6% | -204.2% | -36.1% |
| 5Y | +16.0% | +174.1% | -158.1% | -37.5% |
| All | +16.0% | +171.2% | -155.2% | -37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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