+35.4%
BX vs WWD
+148.2%
-112.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.6% |
| 7D | +0.6% | +4.0% | -3.4% | -0.8% |
| 30D | +14.2% | +0.4% | +13.8% | +13.6% |
| 3M | -18.7% | -7.9% | -10.8% | -16.7% |
| 6M | +2.5% | -10.6% | +13.1% | +5.6% |
| YTD | -18.8% | +9.4% | -28.2% | -23.5% |
| 1Y | -10.3% | +25.7% | -36.1% | -21.1% |
| 3Y | +35.4% | +148.5% | -113.2% | -11.0% |
| All | +35.4% | +148.2% | -112.8% | -11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling