+135.9%
WMT vs BX
+17.9%
+118.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.5% | -1.1% | +1.1% |
| 7D | 0.0% | -5.6% | +5.6% | +0.6% |
| 30D | -7.4% | -12.2% | +4.8% | -6.1% |
| 3M | -10.9% | +7.4% | -18.3% | -11.6% |
| 6M | -12.7% | +22.2% | -34.8% | -14.9% |
| YTD | -3.2% | -14.0% | +10.8% | -1.8% |
| 1Y | +5.3% | -27.3% | +32.6% | +8.9% |
| 3Y | +101.9% | +24.5% | +77.3% | +93.6% |
| All | +135.9% | +17.9% | +118.0% | +118.4% |
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 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