+12,790.5%
BLK vs WAB
+3,294.1%
+9,496.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -1.6% |
| 7D | -2.7% | +0.2% | -2.9% | -2.8% |
| 30D | -4.8% | -4.6% | -0.2% | -3.0% |
| 3M | +6.5% | +5.6% | +0.8% | +3.6% |
| 6M | +13.2% | +13.8% | -0.7% | +6.8% |
| YTD | +1.8% | +31.9% | -30.1% | -9.5% |
| 1Y | -1.0% | +48.3% | -49.2% | -16.1% |
| 3Y | +66.0% | +167.1% | -101.2% | +10.8% |
| 5Y | +31.2% | +222.9% | -191.6% | -18.8% |
| 10Y | +278.5% | +289.9% | -11.4% | +102.0% |
| All | +12,790.5% | +3,294.1% | +9,496.4% | +3,605.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling