+275.1%
BLK vs W
+158.6%
+116.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.4% |
| 7D | -3.3% | -0.9% | -2.4% | -3.2% |
| 30D | -6.5% | -4.2% | -2.3% | -6.0% |
| 3M | +6.7% | +26.9% | -20.1% | +1.6% |
| 6M | +14.7% | +31.2% | -16.5% | +7.8% |
| YTD | +2.5% | -1.8% | +4.4% | +0.2% |
| 1Y | -2.8% | +9.3% | -12.1% | -7.4% |
| 3Y | +65.9% | +33.2% | +32.7% | +43.2% |
| 5Y | +33.0% | -62.4% | +95.4% | +22.6% |
| All | +275.1% | +158.6% | +116.5% | +124.3% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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