+30.9%
BLK vs W
-63.9%
+94.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.8% | -0.5% |
| 7D | -5.2% | +0.5% | -5.7% | -5.3% |
| 30D | -7.0% | -5.6% | -1.5% | -6.3% |
| 3M | +5.7% | +41.9% | -36.3% | -1.5% |
| 6M | +11.0% | +30.2% | -19.2% | +4.2% |
| YTD | +0.9% | -2.9% | +3.8% | -1.3% |
| 1Y | -1.6% | +11.6% | -13.2% | -6.8% |
| 3Y | +64.5% | +37.0% | +27.5% | +40.0% |
| 5Y | +30.9% | -62.8% | +93.7% | +13.3% |
| All | +30.9% | -63.9% | +94.7% | +13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling