+127.9%
WFC vs BX
+14.6%
+113.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.6% | +0.8% |
| 7D | +0.3% | -8.9% | +9.2% | +3.8% |
| 30D | +2.3% | -14.8% | +17.1% | +8.3% |
| 3M | +9.8% | +6.9% | +2.8% | +6.2% |
| 6M | +15.6% | +16.3% | -0.7% | +7.2% |
| YTD | -2.4% | -16.1% | +13.6% | +2.4% |
| 1Y | +13.8% | -26.8% | +40.6% | +25.8% |
| 3Y | +134.6% | +22.4% | +112.2% | +109.4% |
| 5Y | +127.9% | +16.0% | +111.9% | +100.1% |
| All | +127.9% | +14.6% | +113.3% | +100.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling