+12,674.7%
BLK vs GWW
+4,005.5%
+8,669.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.6% |
| 7D | -5.2% | -3.1% | -2.0% | -3.7% |
| 30D | -7.0% | -2.3% | -4.7% | -6.0% |
| 3M | +5.7% | -3.3% | +9.0% | +7.0% |
| 6M | +11.0% | +15.4% | -4.4% | +2.9% |
| YTD | +0.9% | +26.7% | -25.9% | -11.0% |
| 1Y | -1.6% | +29.0% | -30.6% | -14.0% |
| 3Y | +64.5% | +89.0% | -24.5% | +17.6% |
| 5Y | +30.9% | +221.8% | -190.9% | -29.0% |
| 10Y | +275.1% | +562.7% | -287.6% | +36.7% |
| All | +12,674.7% | +4,005.5% | +8,669.2% | +2,371.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling