+876.9%
WMT vs BX
+846.0%
+31.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | +0.2% |
| 7D | -2.5% | -8.9% | +6.4% | -1.4% |
| 30D | -6.4% | -14.8% | +8.4% | -4.6% |
| 3M | -12.1% | +6.9% | -19.0% | -13.0% |
| 6M | -15.0% | +16.3% | -31.2% | -16.9% |
| YTD | -4.5% | -16.1% | +11.6% | -3.1% |
| 1Y | +6.2% | -26.8% | +33.0% | +9.4% |
| 3Y | +99.9% | +22.4% | +77.4% | +91.0% |
| 5Y | +131.4% | +16.0% | +115.4% | +117.5% |
| 10Y | +433.2% | +646.9% | -213.7% | +291.8% |
| All | +876.9% | +846.0% | +31.0% | +567.2% |
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