+275.1%
BLK vs NWSA
+149.4%
+125.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | -3.3% | -2.8% | -0.5% | -2.0% |
| 30D | -6.5% | +3.0% | -9.6% | -7.9% |
| 3M | +6.7% | +12.3% | -5.6% | +0.6% |
| 6M | +14.7% | +21.9% | -7.1% | +3.6% |
| YTD | +2.5% | +13.6% | -11.0% | -4.5% |
| 1Y | -2.8% | +0.5% | -3.3% | -4.1% |
| 3Y | +65.9% | +43.8% | +22.1% | +36.7% |
| 5Y | +33.0% | +41.2% | -8.2% | +7.4% |
| All | +275.1% | +149.4% | +125.7% | +114.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 10y: compounded portfolio wealth divided by compounded NWSA 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…
10y analysis · Full analysis span regression · 6 months rolling