+37.8%
BLK vs SW
-2.6%
+40.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +0.9% |
| 7D | +2.7% | +2.3% | +0.4% | +2.3% |
| 30D | +10.2% | +6.8% | +3.4% | +8.9% |
| 3M | +4.9% | -5.2% | +10.1% | +5.8% |
| 6M | +11.0% | +7.4% | +3.6% | +9.1% |
| YTD | +11.9% | +17.4% | -5.5% | +8.0% |
| 1Y | +12.6% | +27.1% | -14.5% | +7.1% |
| 3Y | +92.9% | +47.9% | +45.1% | +79.0% |
| All | +37.8% | -2.6% | +40.4% | +25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling