+363.8%
BLK vs W
+176.2%
+187.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.9% | -0.7% |
| 7D | -3.6% | -4.2% | +0.6% | -3.1% |
| 30D | -1.0% | -7.6% | +6.6% | 0.0% |
| 3M | +10.4% | +37.2% | -26.8% | +4.1% |
| 6M | +8.2% | +26.3% | -18.2% | +2.6% |
| YTD | +6.0% | -1.0% | +7.0% | +3.6% |
| 1Y | +3.3% | +20.1% | -16.7% | -2.7% |
| 3Y | +70.3% | +37.8% | +32.5% | +47.8% |
| 5Y | +34.5% | -63.7% | +98.1% | +24.7% |
| 10Y | +281.9% | +156.3% | +125.6% | +147.1% |
| All | +363.8% | +176.2% | +187.6% | +193.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling