+3,993.4%
WDC vs BX
+910.6%
+3,082.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +2.8% |
| 7D | +6.0% | -2.0% | +8.0% | +6.8% |
| 30D | +9.9% | -2.3% | +12.2% | +10.4% |
| 3M | -9.4% | +18.5% | -27.9% | -17.1% |
| 6M | +94.7% | +23.7% | +71.0% | +73.5% |
| YTD | +177.4% | -10.4% | +187.7% | +183.5% |
| 1Y | +412.6% | -19.6% | +432.1% | +444.5% |
| 3Y | +1,359.8% | +30.8% | +1,329.0% | +1,133.6% |
| 5Y | +992.6% | +24.3% | +968.2% | +805.4% |
| 10Y | +1,245.5% | +679.5% | +566.0% | +436.7% |
| All | +3,993.4% | +910.6% | +3,082.9% | +959.8% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling