+950.6%
BX vs WY
+46.7%
+903.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -0.7% |
| 7D | -2.0% | -2.1% | +0.1% | -0.7% |
| 30D | -2.3% | -10.5% | +8.2% | +4.8% |
| 3M | +18.5% | -4.9% | +23.4% | +21.4% |
| 6M | +23.7% | -4.9% | +28.6% | +26.3% |
| YTD | -10.4% | -1.7% | -8.7% | -10.8% |
| 1Y | -19.6% | -9.4% | -10.2% | -16.0% |
| 3Y | +30.8% | -22.3% | +53.1% | +49.7% |
| 5Y | +24.3% | -20.5% | +44.9% | +42.2% |
| 10Y | +679.5% | +4.9% | +674.5% | +542.2% |
| All | +950.6% | +46.7% | +903.9% | +454.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling