+883.5%
BX vs WTW
+294.9%
+588.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.4% | -3.2% |
| 7D | -8.9% | -7.8% | -1.1% | -4.1% |
| 30D | -14.8% | -7.9% | -6.9% | -10.3% |
| 3M | +6.9% | +19.9% | -13.0% | -5.7% |
| 6M | +16.3% | +9.8% | +6.5% | +7.2% |
| YTD | -16.1% | -3.3% | -12.7% | -17.2% |
| 1Y | -26.8% | -3.3% | -23.5% | -28.0% |
| 3Y | +22.4% | +61.5% | -39.1% | -17.4% |
| 5Y | +16.0% | +42.6% | -26.6% | -14.2% |
| 10Y | +646.9% | +197.1% | +449.9% | +210.3% |
| All | +883.5% | +294.9% | +588.6% | +225.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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