+668.7%
BX vs WST
+325.7%
+343.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.4% | -3.6% |
| 7D | -5.7% | -1.7% | -4.0% | -5.1% |
| 30D | -8.9% | -4.3% | -4.6% | -7.5% |
| 3M | +8.4% | +0.7% | +7.6% | +7.8% |
| 6M | +18.9% | +36.0% | -17.1% | +5.5% |
| YTD | -13.6% | +22.7% | -36.4% | -20.8% |
| 1Y | -22.4% | +34.1% | -56.5% | -31.8% |
| 3Y | +26.0% | -13.6% | +39.6% | +19.8% |
| 5Y | +18.8% | -26.0% | +44.8% | +16.8% |
| 10Y | +668.7% | +335.8% | +333.0% | +282.0% |
| All | +668.7% | +325.7% | +343.1% | +282.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 10y: compounded portfolio wealth divided by compounded WST 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…
10y analysis · Full analysis span regression · 6 months rolling