+846.1%
BX vs WST
+1,801.8%
-955.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.1% | -1.2% |
| 7D | +1.8% | -3.1% | +4.9% | +3.4% |
| 30D | +7.9% | +9.1% | -1.2% | +3.4% |
| 3M | -9.6% | +14.7% | -24.3% | -15.7% |
| 6M | -2.3% | +28.0% | -30.3% | -14.1% |
| YTD | -19.3% | +45.6% | -64.9% | -34.6% |
| 1Y | -13.2% | +45.7% | -58.9% | -29.9% |
| 3Y | +33.8% | +21.1% | +12.7% | +0.9% |
| 5Y | 0.0% | +0.3% | -0.3% | -18.4% |
| 10Y | +685.4% | +449.0% | +236.3% | +90.8% |
| All | +846.1% | +1,801.8% | -955.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling