+661.1%
BX vs WY
+7.6%
+653.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.2% | +2.3% |
| 7D | -5.6% | -4.2% | -1.4% | -3.3% |
| 30D | -12.2% | -10.1% | -2.1% | -6.7% |
| 3M | +7.4% | -8.5% | +15.9% | +12.2% |
| 6M | +22.2% | -3.3% | +25.5% | +23.3% |
| YTD | -14.0% | -4.4% | -9.6% | -12.9% |
| 1Y | -27.3% | -11.5% | -15.8% | -23.3% |
| 3Y | +24.5% | -24.3% | +48.9% | +43.0% |
| 5Y | +18.9% | -21.3% | +40.2% | +36.4% |
| All | +661.1% | +7.6% | +653.5% | +575.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 10y: compounded portfolio wealth divided by compounded WY 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…
10y analysis · Full analysis span regression · 6 months rolling