+18.8%
BX vs WU
-51.4%
+70.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.9% | -2.8% | -3.3% |
| 7D | -5.7% | -4.9% | -0.7% | -3.9% |
| 30D | -8.9% | -1.3% | -7.6% | -8.5% |
| 3M | +8.4% | -3.6% | +12.0% | +8.0% |
| 6M | +18.9% | -24.3% | +43.3% | +30.4% |
| YTD | -13.6% | -21.1% | +7.5% | -7.2% |
| 1Y | -22.4% | -10.3% | -12.1% | -22.0% |
| 3Y | +26.0% | -28.4% | +54.4% | +37.0% |
| 5Y | +18.8% | -51.2% | +70.0% | +42.4% |
| All | +18.8% | -51.4% | +70.2% | +42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling