+16.0%
BX vs WWD
+187.1%
-171.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.4% | -2.1% |
| 7D | -8.9% | -2.9% | -6.1% | -7.6% |
| 30D | -14.8% | -6.6% | -8.2% | -12.1% |
| 3M | +6.9% | -9.3% | +16.2% | +11.2% |
| 6M | +16.3% | -13.6% | +29.9% | +23.0% |
| YTD | -16.1% | +10.4% | -26.4% | -23.1% |
| 1Y | -26.8% | +39.9% | -66.7% | -42.6% |
| 3Y | +22.4% | +165.0% | -142.6% | -38.8% |
| 5Y | +16.0% | +183.8% | -167.8% | -49.5% |
| All | +16.0% | +187.1% | -171.1% | -49.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling