+661.1%
BX vs WU
-39.1%
+700.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.9% | +2.2% |
| 7D | -5.6% | -3.5% | -2.1% | -4.1% |
| 30D | -12.2% | -2.9% | -9.3% | -11.1% |
| 3M | +7.4% | -2.3% | +9.7% | +6.3% |
| 6M | +22.2% | -25.4% | +47.5% | +37.0% |
| YTD | -14.0% | -21.2% | +7.2% | -6.4% |
| 1Y | -27.3% | -8.9% | -18.4% | -27.3% |
| 3Y | +24.5% | -29.0% | +53.5% | +37.9% |
| 5Y | +18.9% | -50.7% | +69.6% | +55.8% |
| All | +661.1% | -39.1% | +700.2% | +790.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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