+3,992.1%
WDC vs BX
+910.6%
+3,081.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +2.8% |
| 7D | +6.0% | -2.0% | +7.9% | +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% | +70.9% | +73.4% |
| YTD | +177.3% | -10.4% | +187.6% | +183.4% |
| 1Y | +412.4% | -19.6% | +432.0% | +444.3% |
| 3Y | +1,359.3% | +30.8% | +1,328.5% | +1,133.2% |
| 5Y | +992.2% | +24.3% | +967.9% | +805.1% |
| 10Y | +1,245.1% | +679.5% | +565.6% | +436.5% |
| All | +3,992.1% | +910.6% | +3,081.5% | +959.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling