+761.3%
BLK vs SW
+755.0%
+6.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.5% |
| 7D | -3.6% | -5.1% | +1.5% | -3.2% |
| 30D | -1.0% | -4.6% | +3.6% | -0.6% |
| 3M | +10.4% | +9.4% | +1.0% | +9.3% |
| 6M | +8.2% | +3.5% | +4.7% | +7.5% |
| YTD | +6.0% | +22.0% | -16.0% | +3.9% |
| 1Y | +3.3% | +2.2% | +1.1% | +2.6% |
| 3Y | +70.3% | +19.6% | +50.7% | +65.7% |
| 5Y | +34.5% | -2.3% | +36.8% | +30.3% |
| 10Y | +281.9% | +181.4% | +100.6% | +241.8% |
| All | +761.3% | +755.0% | +6.3% | +610.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling