+851.5%
BX vs WU
-28.5%
+880.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +0.7% |
| 7D | +0.6% | -2.0% | +2.6% | +1.7% |
| 30D | +14.2% | +11.4% | +2.8% | +7.5% |
| 3M | -18.7% | -6.8% | -11.9% | -16.0% |
| 6M | +2.5% | -14.6% | +17.1% | +8.5% |
| YTD | -18.8% | -20.6% | +1.8% | -11.3% |
| 1Y | -10.3% | -15.4% | +5.1% | -5.8% |
| 3Y | +35.4% | -23.6% | +59.0% | +45.6% |
| 5Y | +0.3% | -43.4% | +43.6% | +24.5% |
| 10Y | +668.4% | -38.8% | +707.2% | +759.4% |
| All | +851.5% | -28.5% | +880.1% | +693.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling