+65.9%
BLK vs BWA
+70.7%
-4.8%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.2% | +1.2% |
| 7D | -3.3% | -1.3% | -2.0% | -3.0% |
| 30D | -6.5% | -2.9% | -3.6% | -5.9% |
| 3M | +6.7% | -10.7% | +17.5% | +9.6% |
| 6M | +14.7% | +26.5% | -11.7% | +6.3% |
| YTD | +2.5% | +49.1% | -46.6% | -11.4% |
| 1Y | -2.8% | +52.1% | -54.8% | -16.7% |
| 3Y | +65.9% | +72.6% | -6.7% | +26.0% |
| All | +65.9% | +70.7% | -4.8% | +26.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling