+30.9%
BLK vs BBWI
-69.2%
+100.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.6% |
| 7D | -5.2% | -8.0% | +2.8% | -3.5% |
| 30D | -7.0% | -6.6% | -0.4% | -6.0% |
| 3M | +5.7% | -2.7% | +8.4% | +5.3% |
| 6M | +11.0% | -12.8% | +23.8% | +12.3% |
| YTD | +0.9% | -10.5% | +11.4% | +1.0% |
| 1Y | -1.6% | -35.3% | +33.7% | +4.9% |
| 3Y | +64.5% | -47.7% | +112.2% | +75.3% |
| All | +30.9% | -69.2% | +100.1% | +52.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling