+3.3%
BLK vs GWW
+31.2%
-27.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.7% |
| 7D | -3.6% | +1.4% | -5.0% | -4.1% |
| 30D | -1.0% | +3.3% | -4.3% | -2.1% |
| 3M | +10.4% | +2.9% | +7.4% | +8.7% |
| 6M | +8.2% | +15.8% | -7.6% | +0.9% |
| YTD | +6.0% | +32.0% | -26.0% | -7.3% |
| 1Y | +3.3% | +29.9% | -26.6% | -9.7% |
| All | +3.3% | +31.2% | -27.8% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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