+38.4%
BLK vs SW
-1.6%
+40.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.5% | -2.9% | -4.1% |
| 7D | -0.5% | +4.7% | -5.1% | -1.2% |
| 30D | +8.5% | +5.0% | +3.5% | +7.5% |
| 3M | +3.8% | -7.3% | +11.1% | +5.1% |
| 6M | +12.8% | +15.0% | -2.2% | +9.6% |
| YTD | +11.2% | +18.5% | -7.3% | +7.1% |
| 1Y | +11.4% | +27.1% | -15.8% | +6.0% |
| 3Y | +90.2% | +49.3% | +40.9% | +76.1% |
| 5Y | +38.4% | -1.6% | +40.0% | +25.6% |
| All | +38.4% | -1.6% | +40.0% | +25.6% |
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