+142.1%
WBD vs BX
+25.1%
+117.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.0% | -1.9% |
| 7D | -0.7% | -5.6% | +4.9% | +2.2% |
| 30D | +1.4% | -12.2% | +13.6% | +8.3% |
| 3M | +4.4% | +7.4% | -3.0% | -1.2% |
| 6M | +0.8% | +22.2% | -21.3% | -13.4% |
| YTD | -2.7% | -14.0% | +11.3% | +3.8% |
| 1Y | +73.4% | -27.3% | +100.7% | +107.5% |
| 3Y | +142.1% | +24.5% | +117.6% | +73.2% |
| All | +142.1% | +25.1% | +117.1% | +73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 BX 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