+24.3%
BX vs WST
-25.8%
+50.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.4% |
| 7D | -2.0% | -0.3% | -1.7% | -1.9% |
| 30D | -2.3% | -4.6% | +2.3% | -1.0% |
| 3M | +18.5% | +5.7% | +12.8% | +16.3% |
| 6M | +23.7% | +37.6% | -13.8% | +11.1% |
| YTD | -10.4% | +23.0% | -33.4% | -16.9% |
| 1Y | -19.6% | +33.8% | -53.4% | -28.1% |
| 3Y | +30.8% | -13.4% | +44.2% | +26.6% |
| 5Y | +24.3% | -27.0% | +51.3% | +31.5% |
| All | +24.3% | -25.8% | +50.1% | +31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling