+870.1%
BX vs WST
+1,862.4%
-992.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | +3.7% | +1.4% | +2.3% | +3.0% |
| 30D | +8.2% | +12.7% | -4.5% | +2.2% |
| 3M | -12.7% | +17.2% | -29.8% | -19.4% |
| 6M | +1.0% | +26.7% | -25.7% | -10.8% |
| YTD | -17.2% | +50.3% | -67.5% | -33.9% |
| 1Y | -11.6% | +50.2% | -61.8% | -29.5% |
| 3Y | +36.8% | +21.7% | +15.0% | +3.4% |
| 5Y | +4.8% | +2.0% | +2.8% | -14.9% |
| 10Y | +672.8% | +451.1% | +221.7% | +88.8% |
| All | +870.1% | +1,862.4% | -992.3% | -30.8% |
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