+5.3%
WMT vs BX
-25.1%
+30.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.5% | -1.1% | +1.3% |
| 7D | 0.0% | -5.6% | +5.6% | +0.1% |
| 30D | -7.4% | -12.2% | +4.8% | -7.3% |
| 3M | -10.9% | +7.4% | -18.3% | -10.5% |
| 6M | -12.7% | +22.2% | -34.8% | -12.3% |
| YTD | -3.2% | -14.0% | +10.8% | 0.0% |
| 1Y | +5.3% | -27.3% | +32.6% | +9.1% |
| All | +5.3% | -25.1% | +30.4% | +9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling