+65.9%
BLK vs BBWI
-45.3%
+111.2%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.4% | -4.8% | +0.5% |
| 7D | -3.3% | -4.8% | +1.5% | -2.5% |
| 30D | -6.5% | +3.5% | -10.0% | -7.3% |
| 3M | +6.7% | -0.3% | +7.1% | +6.0% |
| 6M | +14.7% | -5.4% | +20.1% | +14.2% |
| YTD | +2.5% | -4.7% | +7.3% | +1.6% |
| 1Y | -2.8% | -30.5% | +27.7% | +1.8% |
| 3Y | +65.9% | -44.3% | +110.2% | +70.8% |
| All | +65.9% | -45.3% | +111.2% | +70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 3y: compounded portfolio wealth divided by compounded BBWI 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…
3y analysis · Full analysis span regression · 6 months rolling