+18.0%
BLK vs SW
+29.5%
-11.5%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +4.1% | +1.4% | +4.3% |
| 7D | +5.7% | +12.1% | -6.3% | +2.6% |
| 30D | +14.8% | +6.6% | +8.3% | +12.8% |
| 3M | +8.8% | -6.0% | +14.8% | +10.4% |
| 6M | +17.6% | +21.5% | -3.9% | +10.4% |
| YTD | +16.3% | +20.3% | -4.1% | +7.4% |
| 1Y | +18.0% | +28.1% | -10.2% | +6.2% |
| All | +18.0% | +29.5% | -11.5% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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