-16.6%
BX vs WWD
+41.9%
-58.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.3% |
| 7D | -4.4% | +1.3% | -5.7% | -4.6% |
| 30D | +0.1% | -7.2% | +7.3% | +1.5% |
| 3M | +16.0% | -3.8% | +19.9% | +16.7% |
| 6M | +21.6% | -9.9% | +31.5% | +23.3% |
| YTD | -8.9% | +14.8% | -23.7% | -8.1% |
| 1Y | -16.6% | +42.1% | -58.7% | -16.6% |
| All | -16.6% | +41.9% | -58.5% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 1y: compounded portfolio wealth divided by compounded WWD 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…
1y analysis · Full analysis span regression · 6 months rolling