+275.1%
BLK vs WAB
+296.8%
-21.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.6% | +1.1% |
| 7D | -3.3% | +0.1% | -3.4% | -3.4% |
| 30D | -6.5% | -4.1% | -2.5% | -4.7% |
| 3M | +6.7% | +8.2% | -1.4% | +2.3% |
| 6M | +14.7% | +15.4% | -0.7% | +6.3% |
| YTD | +2.5% | +33.1% | -30.6% | -11.3% |
| 1Y | -2.8% | +48.1% | -50.8% | -20.1% |
| 3Y | +65.9% | +167.7% | -101.9% | +2.7% |
| 5Y | +33.0% | +225.7% | -192.7% | -24.9% |
| All | +275.1% | +296.8% | -21.7% | +66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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