+43.8%
BLK vs SW
+2.5%
+41.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | +5.2% | +2.2% | +3.1% | +4.9% |
| 30D | +12.9% | +7.4% | +5.5% | +11.4% |
| 3M | +8.6% | -5.9% | +14.5% | +9.6% |
| 6M | +13.9% | +9.0% | +4.9% | +11.6% |
| YTD | +16.1% | +18.1% | -2.1% | +11.8% |
| 1Y | +15.3% | +28.7% | -13.4% | +9.5% |
| 3Y | +96.5% | +48.8% | +47.7% | +82.1% |
| 5Y | +43.8% | +2.5% | +41.4% | +31.3% |
| All | +43.8% | +2.5% | +41.4% | +31.3% |
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