+33.0%
BLK vs GWW
+222.0%
-189.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +1.0% | +1.3% |
| 7D | -3.3% | -3.4% | +0.1% | -1.7% |
| 30D | -6.5% | -1.9% | -4.6% | -5.7% |
| 3M | +6.7% | -2.4% | +9.1% | +7.6% |
| 6M | +14.7% | +15.7% | -1.0% | +5.9% |
| YTD | +2.5% | +27.6% | -25.1% | -10.4% |
| 1Y | -2.8% | +27.2% | -30.0% | -15.0% |
| 3Y | +65.9% | +89.7% | -23.8% | +15.0% |
| All | +33.0% | +222.0% | -189.0% | -33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling