+448.3%
BLK vs NWSA
+120.6%
+327.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.5% |
| 7D | -5.2% | -4.8% | -0.4% | -2.9% |
| 30D | -7.0% | +3.0% | -10.0% | -8.3% |
| 3M | +5.7% | +9.3% | -3.6% | +0.8% |
| 6M | +11.0% | +23.2% | -12.2% | -0.3% |
| YTD | +0.9% | +13.3% | -12.4% | -6.0% |
| 1Y | -1.6% | +2.9% | -4.5% | -4.1% |
| 3Y | +64.5% | +43.3% | +21.1% | +35.7% |
| 5Y | +30.9% | +40.9% | -10.0% | +6.0% |
| 10Y | +275.1% | +148.1% | +127.0% | +112.2% |
| All | +448.3% | +120.6% | +327.7% | +225.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling