+21.5%
BX vs WY
-25.0%
+46.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.7% | -0.2% | -1.2% |
| 7D | -8.9% | -3.7% | -5.2% | -6.8% |
| 30D | -14.8% | -11.3% | -3.5% | -8.5% |
| 3M | +6.9% | -8.1% | +15.1% | +11.7% |
| 6M | +16.3% | -7.4% | +23.7% | +20.4% |
| YTD | -16.1% | -4.7% | -11.4% | -15.2% |
| 1Y | -26.8% | -9.2% | -17.6% | -23.7% |
| All | +21.5% | -25.0% | +46.6% | +35.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling