+12,790.5%
BLK vs BBWI
+263.6%
+12,526.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.3% | +4.2% | -0.4% |
| 7D | -2.7% | -4.4% | +1.8% | -1.5% |
| 30D | -4.8% | -7.4% | +2.6% | -3.2% |
| 3M | +6.5% | -2.2% | +8.7% | +5.9% |
| 6M | +13.1% | -16.3% | +29.5% | +16.0% |
| YTD | +1.8% | -9.1% | +10.9% | +1.4% |
| 1Y | -1.0% | -34.5% | +33.5% | +6.2% |
| 3Y | +66.0% | -47.0% | +112.9% | +78.5% |
| 5Y | +31.2% | -68.8% | +100.1% | +56.3% |
| 10Y | +278.5% | -57.4% | +335.9% | +235.5% |
| All | +12,790.5% | +263.6% | +12,526.8% | +4,425.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling