+326.3%
BLK vs SW
+183.3%
+142.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.2% | +2.8% | +3.0% |
| 7D | +4.1% | +1.8% | +2.3% | +3.8% |
| 30D | +12.2% | +7.0% | +5.2% | +11.1% |
| 3M | +7.4% | -7.6% | +15.1% | +8.5% |
| 6M | +13.2% | +8.5% | +4.6% | +11.5% |
| YTD | +15.4% | +17.7% | -2.3% | +12.1% |
| 1Y | +14.6% | +27.1% | -12.4% | +10.3% |
| 3Y | +99.2% | +48.2% | +51.0% | +87.3% |
| 5Y | +41.9% | -2.3% | +44.2% | +35.1% |
| 10Y | +326.3% | +183.3% | +142.9% | +244.4% |
| All | +326.3% | +183.3% | +142.9% | +244.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling