+851.5%
BX vs WWD
+1,250.4%
-398.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.7% |
| 7D | +0.6% | +4.0% | -3.4% | -1.3% |
| 30D | +14.2% | +0.4% | +13.8% | +13.3% |
| 3M | -18.7% | -7.9% | -10.8% | -16.2% |
| 6M | +2.5% | -10.6% | +13.1% | +6.6% |
| YTD | -18.8% | +9.4% | -28.2% | -24.9% |
| 1Y | -10.3% | +25.7% | -36.1% | -23.3% |
| 3Y | +35.4% | +148.5% | -113.2% | -19.7% |
| 5Y | +0.3% | +189.5% | -189.2% | -45.1% |
| 10Y | +668.4% | +451.8% | +216.6% | +174.1% |
| All | +851.5% | +1,250.4% | -398.9% | +73.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling