+1,188.5%
WDC vs BX
+673.1%
+515.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.5% | -5.5% | -4.4% |
| 7D | -4.3% | -5.6% | +1.3% | -1.3% |
| 30D | -1.5% | -12.2% | +10.7% | +5.2% |
| 3M | -15.5% | +7.4% | -22.9% | -20.6% |
| 6M | +66.5% | +22.2% | +44.3% | +43.2% |
| YTD | +159.9% | -14.0% | +173.9% | +173.0% |
| 1Y | +366.0% | -27.3% | +393.2% | +435.0% |
| 3Y | +1,285.8% | +24.5% | +1,261.3% | +1,002.9% |
| 5Y | +925.6% | +18.9% | +906.7% | +673.7% |
| All | +1,188.5% | +673.1% | +515.5% | +191.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling