+330.2%
WFC vs BX
+927.0%
-596.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.4% |
| 7D | +3.8% | -4.4% | +8.2% | +5.9% |
| 30D | +1.5% | +0.1% | +1.4% | +1.1% |
| 3M | +10.9% | +16.0% | -5.2% | +2.4% |
| 6M | +8.4% | +21.6% | -13.2% | -3.1% |
| YTD | -1.9% | -8.9% | +7.0% | -0.2% |
| 1Y | +12.3% | -16.6% | +29.0% | +18.8% |
| 3Y | +132.3% | +43.3% | +89.0% | +84.0% |
| 5Y | +130.1% | +25.7% | +104.4% | +80.2% |
| 10Y | +134.4% | +689.5% | -555.1% | -26.8% |
| All | +330.2% | +927.0% | -596.8% | -28.4% |
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