+12,674.7%
BLK vs BWA
+1,782.2%
+10,892.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.2% |
| 7D | -5.2% | -0.1% | -5.1% | -5.2% |
| 30D | -7.0% | -5.5% | -1.6% | -5.0% |
| 3M | +5.7% | -7.6% | +13.3% | +8.5% |
| 6M | +11.0% | +25.0% | -14.0% | -1.2% |
| YTD | +0.9% | +47.0% | -46.1% | -18.2% |
| 1Y | -1.6% | +54.0% | -55.6% | -22.1% |
| 3Y | +64.5% | +70.7% | -6.2% | +20.0% |
| 5Y | +30.9% | +86.7% | -55.8% | -10.4% |
| 10Y | +275.1% | +154.0% | +121.1% | +104.3% |
| All | +12,674.7% | +1,782.2% | +10,892.5% | +3,067.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling