-2.8%
BLK vs BWA
+55.6%
-58.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.2% | +1.4% |
| 7D | -3.3% | -1.3% | -2.0% | -3.1% |
| 30D | -6.5% | -2.9% | -3.6% | -6.2% |
| 3M | +6.7% | -10.7% | +17.5% | +8.6% |
| 6M | +14.7% | +26.5% | -11.7% | +9.2% |
| YTD | +2.5% | +49.1% | -46.6% | -9.5% |
| 1Y | -2.8% | +52.1% | -54.8% | -15.1% |
| All | -2.8% | +55.6% | -58.4% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling